Non-fully invested derivative-free bond index replication
Iliya Markov; Rodrigue Oeuvray; Nils S. Tuchschmid
| Year of publication: |
2013
|
|---|---|
| Authors: | Markov, Iliya ; Oeuvray, Rodrigue ; Tuchschmid, Nils S. |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 27.2013, 1, p. 101-124
|
| Subject: | Bond index replication | Derivatives | Tracking error | Optimization | Derivat | Derivative | Anleihe | Bond | Theorie | Theory | Indexanleihe | Index-linked bond | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| 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/10009720944