Alternative models for hedging yield curve risk : an empirical comparison
Nicola Carcano and Hakim Dall'O
| Year of publication: |
2016
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|---|---|
| Authors: | Carcano, Nicola ; Dall'O, Hakim |
| Published in: |
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing. - Basingstoke : Palgrave Macmillan, ISBN 978-1-137-56485-6. - 2016, p. 21-46
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| Subject: | Hedging | Zinsstruktur | Yield curve | Risikomanagement | Risk management | Anleihe | Bond | Portfolio-Management | Portfolio selection | Hauptkomponentenanalyse | Principal component analysis | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011458165