Hedging against interest rate risk: Reconsidering volatility-adjusted immunization
| Year of publication: |
1997
|
|---|---|
| Authors: | Carcano, N. ; Foresi, S. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 21.1997, 2, p. 127-142
|