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~subject:"Portfolio-Management"
~person:"Lustig, Hanno"
~person:"Konstantinovsky, Vadim"
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Portfolio-Management
International bond
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Lustig, Hanno
Konstantinovsky, Vadim
Dynkin, Lev
2
Díez de los Ríos, Antonio
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García Herrero, Alicia
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Küçük, Hande
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Journal of the European Economic Association
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The journal of fixed income
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ECONIS (ZBW)
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Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
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2
Investing in foreign currency is like betting on your intertemporal marginal rate of substitution
Lustig, Hanno
;
Verdelhan, Adrien
- In:
Journal of the European Economic Association
4
(
2006
)
2/3
,
pp. 644-655
Persistent link: https://www.econbiz.de/10003353562
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