The dynamics of the term structure and alternative portfolio immunization strategies
Year of publication: |
1983
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Authors: | Nelson, Jeffrey ; Schaefer, Stephen |
Published in: |
Innovations in bond portfolio management : duration analysis and immunization. - Greenwich, Conn. [u.a.] : JAI Press, ISBN 0-89232-320-5. - 1983, p. 61-101
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Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Theorie | Theory |
Description of contents: |
Comments. S. 103-104
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