Investment and hedging under a stochastic yield curve : a two-state-variable, multi-factor model
Patrice Poncet ; Roland Portait
| Year of publication: |
1993
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|---|---|
| Authors: | Poncet, Patrice |
| Other Persons: | Portait, Roland (contributor) |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 37.1993, 5, p. 1127-1147
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| Subject: | Portfolio-Management | Portfolio selection | Hedging | 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/10001147291