Immunizing default-free bond portfolios with a duration vector
Donald R. Chambers, Willard T. Carleton, and Richard W. McEnally
| Year of publication: |
1988
|
|---|---|
| Authors: | Chambers, Donald Robert |
| Other Persons: | Carleton, Willard T. (contributor) ; MacEnally, Richard W. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 23.1988, 1, p. 89-104
|
| Subject: | Portfolio-Management | Portfolio selection | Zins | Interest rate | Theorie | Theory | 1976-1980 |
| 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/10001047145