Multifactor risk models and their applications
Lev Dynkin; Jay Hyman
| Year of publication: |
2006
|
|---|---|
| Authors: | Dynkin, Lev ; Hyman, Jay |
| Published in: |
Advanced bond portfolio management : best practices in modeling and strategies. - Hoboken, N.J. : Wiley, ISBN 978-0-471-67890-8. - 2006, p. 195-246
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003280210