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  • Search: subject:"Bayesian composite hedging"
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Subject
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Anleihe 1 Bayes-Statistik 1 Bayesian composite hedging 1 Bayesian inference 1 Bond 1 Bond portfolio management 1 Derivat 1 Derivative 1 Hedge ratio and hedging effectiveness 1 Hedging 1 Interest rate derivative 1 Interest rate futures 1 MGARCH 1 Portfolio selection 1 Portfolio-Management 1 Sovereign debt crisis 1 Theorie 1 Theory 1 Zinsderivat 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bessler, Wolfgang 1 Leonhardt, Alexander 1 Wolff, Dominik 1
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International review of financial analysis 1
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ECONIS (ZBW) 1
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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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