A new index for bond management in an uncertain environment

DOI10.1016/J.FSS.2014.08.002MaRDI QIDQ529271zbMATHOpenAlexFDO

Authors Jose M. Brotons, Antonio Terceño, M. Glòria Barberà-Mariné

Publication date 18 May 2017

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2014.08.002

zbMATH Keywords

financeportfoliodurationimmunizationactive strategiespassive strategies

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 3649911 (Why is no real title available?)
• scientific article; zbMATH DE number 3976771 (Why is no real title available?)
• scientific article; zbMATH DE number 816365 (Why is no real title available?)
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• Fuzzy Financial Pricing of Property-Liability Insurance
• Fuzzy choice functions, revealed preference and rationality
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• Fuzzy preference and Orlovsky choice procedure
• Fuzzy risk adjusted performance measures: application to hedge funds
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• Multiobjective programming in optimization of the interval objective function
• On comparing interval numbers
• Ordering of intervals and optimization problems with interval parameters
• Possibilistic risk aversion
• Risk, Return, and Utility
• Towards a general setting for the fuzzy mathematics of finance

Cited in

(1)

• The role of index bonds in universal currency hedging

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