An empirical analysis of the benefits of corporate bond portfolio optimization in the presence of duration constraints
Romain Deguest, Lionel Martellini, and Vincent Milhau
| Year of publication: |
2022
|
|---|---|
| Authors: | Deguest, Romain ; Martellini, Lionel ; Milhau, Vincent |
| Subject: | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2022.1.128 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231340