Duration measures for specific term structure estimations and applications to bond portfolio immunization
Eliezer Z. Prisman ; Marilyn R. Shores
| Year of publication: |
1988
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|---|---|
| Authors: | Prisman, Eliezer Zeev |
| Other Persons: | Shores, Marilyn R. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 12.1988, 3, p. 493-504
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| Subject: | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10001060442