A minimax risk strategy for portfolio immunization
From MaRDI portal
Publication:1277813
DOI10.1016/S0167-6687(98)00028-6zbMath0915.90010MaRDI QIDQ1277813
Joel R. Barber, Mark L. Copper
Publication date: 17 February 1999
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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