Higher-order durations with respect to inflation and real rates and their portfolio management applications
Year of publication: |
2012
|
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Authors: | Fabozzi, Frank J. ; Xu, Yuewu |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 21.2012, 4, p. 69-79
|
Subject: | Portfolio-Management | Portfolio selection | Inflation | Realzins | Real interest rate | Theorie | Theory |
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