A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem
| Year of publication: |
1983
|
|---|---|
| Authors: | Khang, Chulsoon |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 18.1983, 03, p. 355-363
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |