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Sector-specific optimum asset...
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OPTIMAL LEVERAGING OF FIXED INCOME PORTFOLIOS WITH INTEREST RATE STRUCTURED PRODUCTS
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10007757059
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2
Analysen...Berichte...Aufsätze - Mit dem Black-Littermans Modell ist mehr möglich - Optimale Asset-Allokation für Sachversicherer
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
Versicherungswirtschaft : insurance, business, report
62
(
2007
)
3
,
pp. 169-171
Persistent link: https://www.econbiz.de/10007595536
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3
Sector-specific optimum asset allocation : an example for non-life insurers
Curtillet, Jean-Christophe
;
Dieudonné, Mathieu
- In:
The journal of asset management
7
(
2007
)
6
,
pp. 404-411
Persistent link: https://www.econbiz.de/10009870971
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4
Estimating and Hedging Most Probable Extreme Changes in Multicurrency Term Structures
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10007147688
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5
Estimating and hedging most probable extreme changes in multicurrency term structures
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10003229858
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6
Optimal leveraging of fixed income portfolios with interest rate structured products
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10003502373
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7
Another look at the relation between credit spreads and interest rates
Lin, Mingyan
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10003502399
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8
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
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