Alina Kondratiuk-Janyska
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Person:3414647
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Assets/liabilities portfolio immunization as an optimization problem | 2009-08-10 | Paper |
| Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model Applicationes Mathematicae | 2007-01-10 | Paper |
| On risk minimizing strategies for default-free bond portfolio immunization Applicationes Mathematicae | 2004-11-29 | Paper |
Research outcomes over time
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