Applying error-adjusted hedging to corporate bond portfolios
Giovanni Barone Adesi, Nicola Carcano and Hakim Dall'O
| Year of publication: |
2016
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Carcano, Nicola ; Dall'O, Hakim |
| 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. 47-77
|
| Subject: | Hedging | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative | Futures | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011458170