From ad hoc bond-risk measures to variance-covariance forecasts
Year of publication: |
2021
|
---|---|
Authors: | Jong, Marielle de ; Fabozzi, Frank J. |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 30.2021, 4, p. 6-16
|
Subject: | Fixed income and structured finance | risk management | portfolio construction | quantitative methods | statistical methods | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Statistische Methode | Statistical method | Prognoseverfahren | Forecasting model | Anleihe | Bond | Theorie | Theory |
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