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Interest rate risk management and dynamic portfolio selections
Sun, Hang, (2011)
Bank Asset-Liability Management : A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU
Tata, Fidelio, (2025)
Optimal defined-contribution pension management with financial and mortality risks
Li, Wenyuan, (2024)
Hedging interest rate risk of fixed-income securities with uncertain lives
Toevs, Alden L., (1986)
Uses of duration analysis for the control of interest rate risk
Interest rate futures : a comparison of alternative hedge ratio methodologies
Toevs, Alden L., (1984)