A new index for bond management in an uncertain environment

DOI10.1016/J.FSS.2014.08.002MaRDI QIDQ529271zbMATH OpenOpenAlexFDO

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

active strategiesdurationfinanceimmunizationpassive strategiesportfolio

Mathematics Subject Classification ID

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

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• Risk, Return, and Utility
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Cited in

(1)

• The role of index bonds in universal currency hedging

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