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Search: "Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing"
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Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
4
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ECONIS (ZBW)
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Applying error-adjusted hedging to corporate bond portfolios
Barone-Adesi, Giovanni
;
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 47-77)
.
2016
Persistent link: https://www.econbiz.de/10011458170
Saved in:
2
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 21-46)
.
2016
Persistent link: https://www.econbiz.de/10011458165
Saved in:
3
Adjusting principal component analysis for model errors
Carcano, Nicola
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 6-20)
.
2016
Persistent link: https://www.econbiz.de/10011458161
Saved in:
4
Credit risk premium : measurement, interpretation and portfolio allocation
Gabudean, Radu C.
;
Ng, Kwok Yuen
;
Phelps, Bruce D.
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 78-110)
.
2016
Persistent link: https://www.econbiz.de/10011458186
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