Partial immunization bounds and non-parallel term structure shifts
Geoffrey Poitras
| Year of publication: |
2013
|
|---|---|
| Authors: | Poitras, Geoffrey |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 8.2013, 2, p. 1-27
|
| Subject: | Term structure | immunization | fixed income portfolio management | duration | convexity | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Theorie | Theory | Anleihe | Bond |
| 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/10010250277