Liability-driven investment : multiple liabilities and the question of the number of moments
Year of publication: |
2010
|
---|---|
Authors: | Theobald, Michael ; Yallup, Peter J. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 5/6, p. 413-435
|
Subject: | Rentenfonds | Bond fund | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Großbritannien | United Kingdom | 1997-2003 |
-
Performancemessung bei Zinsänderungen : Konzepte für Rentenportefeuilles
Darijtschuk, Niklas, (2001)
-
UK measures of firm-lived equity duration
Lewin, Richard A., (2007)
-
UK Measures of Firm-Lived Equity Duration
Lewin, Richard A., (2006)
- More ...
-
Models of the yield curve and the curvature of the implied forward rate function
Yallup, Peter J., (2012)
-
Models of the yield curve and the curvature of the implied forward rate function
Yallup, Peter J., (2012)
-
Models of the yield curve and the curvature of the implied forward rate function
Yallup, Peter J., (2012)
- More ...