Dispersion measures as immunization risk measures
Year of publication: |
2002
|
---|---|
Authors: | Balbás de la Corte, Alejandro ; Ibáñez, Alfredo ; López, Susana |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 6, p. 1229-1244
|
Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Theorie | Theory |
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