Bond returns and financial index numbers : results from an intertemporal arbitrage free model
by Bjarne Astrup Jensen and Jørgen Aase Nielsen
| Year of publication: |
[1992]
|
|---|---|
| Authors: | Jensen, Bjarne Astrup ; Aase Nielsen, Jørgen |
| Publisher: |
Frederiksberg |
| Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Anleihe | Bond | Theorie | Theory |
| Extent: | 25 S. : graph. Darst |
|---|---|
| Series: | Working paper. - Frederiksberg : Department of Finance, Copenhagen Business School, ISSN 0903-0352, ZDB-ID 2929429-0. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 87-88951-75-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000893022