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Consiglio, Andrea
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Li, Kai
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Zenios, Stauros Andrea
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Journal of Risk Finance
Journal of economic dynamics & control
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International review of financial analysis
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Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
2
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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