The performance of deterministic and stochastic interest rate risk measures : another question of dimensions?
Luís Oliveira; João Pedro Vidal Nunes; Luís Malcato
| Year of publication: |
2014
|
|---|---|
| Authors: | Oliveira, Luís ; Nunes, Joaõ Pedro Vidal ; Malcato, Luís |
| Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-982X, ZDB-ID 2083329-5. - Vol. 13.2014, 3, p. 141-165
|
| Subject: | Interest rate risk | Asset-liability management | Immunization strategies | Stochastic duration | Stochastic dominance | Zinsrisiko | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| 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/10010480059