Hedging against interest rate risk : reconsidering volatility-adjusted immunization
Year of publication: |
1997
|
---|---|
Authors: | Carcano, Nicola |
Other Persons: | Foresi, Silverio (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 21.1997, 2, p. 127-141
|
Subject: | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Theorie | Theory |
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