DYNAMIC CROSS HEDGING WITH MORTGAGE-BACKED SECURITIES
| Year of publication: |
1998
|
|---|---|
| Authors: | Koutmos, Gregory ; Kroner, Kenneth F. ; Pericli, Andreas |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 8.1998, 2, p. 37-52
|