Non-fully invested derivative-free bond index replication
Year of publication: |
2013
|
---|---|
Authors: | Markov, Iliya ; Oeuvray, Rodrigue ; Tuchschmid, Nils S. |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 27.2013, 1, p. 101-124
|
Saved in:
Saved in favorites
Similar items by person
-
Non-fully invested derivative-free bond index replication
Markov, Iliya, (2013)
-
Non-fully invested derivative-free bond index replication
Markov, Iliya, (2013)
-
Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio
Markov, Iliya, (2013)
- More ...