Stochastic duration and dynamic measure of risk in financial futures
Andrew H. Chen, Hun Y. Park, and K. John Wei
| Year of publication: |
1986
|
|---|---|
| Authors: | Chen, Andrew H. |
| Other Persons: | Park, Hun Y. (contributor) ; Wei, K. C. John (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 93-111
|
| Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risiko | Risk | Zinsderivat | Interest rate derivative | 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/10001339382