Bond portfolio immunization : tests of maturity, one- and two-factor duration matching strategies
G. O. Bierwag, George G. Kaufman, and Cynthia M. Latta
| Year of publication: |
1987
|
|---|---|
| Authors: | Bierwag, Gerald O. |
| Other Persons: | Kaufman, George G. (contributor) ; Latta, Cynthia M. (contributor) |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 22.1987, 2, p. 203-219
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| Subject: | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001028842