A risk minimizing strategy for portfolio immunization
H. Gifford Fong; Oldrich A. Vasicek
| Year of publication: |
1984
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|---|---|
| Authors: | Fong, H. Gifford ; Vasicek, Oldrich Alfons |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 5, p. 1541-1546
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| Subject: | Portfolio-Theorie | Risiko |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003549469