Adjusting principal component analysis for model errors
Year of publication: |
2016
|
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Authors: | Carcano, Nicola |
Published in: |
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing. - Basingstoke : Palgrave Macmillan, ISBN 978-1-137-56485-6. - 2016, p. 6-20
|
Subject: | Hedging | Anleihe | Bond | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Risikomanagement | Risk management | Hauptkomponentenanalyse | Principal component analysis | Statistischer Fehler | Statistical error |
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