Hedging against interest rate risk : reconsidering volatility-adjusted immunization
Nicola Carcano ; Silverio Foresi
| Year of publication: |
1997
|
|---|---|
| Authors: | Carcano, Nicola |
| Other Persons: | Foresi, Silverio (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 21.1997, 2, p. 127-141
|
| Subject: | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | 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/10001213046