Minimizing basis risk from non-parallel shifts in the yield curve
Eric Falkenstein and Jerry Hanweck
| Year of publication: |
1996
|
|---|---|
| Authors: | Falkenstein, Eric G. |
| Other Persons: | Hanweck, Jerry (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 6.1996, 1, p. 60-68
|
| Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | 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://ebvufind01.dmz1.zbw.eu/10001205425