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A note on using cross-sectional information in Bayesian estimation of security betas
Vasicek, Oldrich Alfons - In: The journal of finance : the journal of the American … 28 (1973) 5, pp. 1233-1239
Persistent link: https://www.econbiz.de/10002945351
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Term structure modeling using exponential splines
Vasicek, Oldrich Alfons; Fong, H. Gifford - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 339-348
Persistent link: https://www.econbiz.de/10002945371
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A risk minimizing strategy for portfolio immunization
Fong, H. Gifford; Vasicek, Oldrich Alfons - In: The journal of finance : the journal of the American … 39 (1984) 5, pp. 1541-1546
Persistent link: https://www.econbiz.de/10003549469