Hedging Asian bond portfolios with financial futures : a comparison of minimum variance methods
Michelle Pang & Ramin Cooper Maysami
| Year of publication: |
1998
|
|---|---|
| Authors: | Pang, Michelle ; Maysami, Ramin Cooper |
| Published in: |
East Asian economic issues ; Vol. 4 ; 4. - Singapore : World Scientififc, ISBN 981-02-3756-1. - 1998, p. 61-73
|
| Subject: | Hedging | Anleihe | Bond | Futures | Schätztheorie | Estimation theory | Vergleich | Comparison | Theorie | Theory | USA | United States | Japan |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: East Asian economic issues. - Vol. 4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500133