Efficient Portfolios with Endogenous Liabilities
Year of publication: |
2003-10-25
|
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Authors: | Leippold, Markus ; Trojani, Fabio ; Vanini, Paolo |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Aktiva | Passiva |
Extent: | 33 p. application/pdf |
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Series: | Working Paper ; No. 71 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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