FIXED INCOME - "VaR Analytics -- Portfolio Structure, Key Rate Convexities, and VaR Betas": Comment
| Year of publication: |
2001
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|---|---|
| Authors: | Kroll, Yoram ; Kaplanski, Guy |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 27.2001, 3, p. 116
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