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isPartOf:"Journal of banking & finance"
~person:"Carcano, Nicola"
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Journal of banking & finance
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola
;
Dall’O, Hakim
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
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2
Hedging against interest rate risk : reconsidering volatility-adjusted immunization
Carcano, Nicola
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10001213046
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