Hedging long-term liabilities
Year of publication: |
2022
|
---|---|
Authors: | Quaedvlieg, Rogier ; Schotman, Peter C. |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 20.2022, 3, p. 505-538
|
Subject: | factor models | risk management | term structure | Theorie | Theory | Hedging | Risikomanagement | Risk management | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection |
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