Immunization as a maxmin strategy : a new look
Year of publication: |
1986
|
---|---|
Authors: | Prisman, Eliezer Zeev |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 10.1986, 4, p. 491-509
|
Subject: | Portfolio-Management | Portfolio selection |
-
Foundations for financial economics
Huang, Chi-fu, (1988)
-
Portfolio selection : efficient diversification of investments
Markowitz, Harry, (1991)
-
The handbook of derivative instruments : investment research, analysis, and portfolio applications
Konishi, Atsuo, (1996)
- More ...
-
Immunization strategies and term structure estimations
Prisman, Eliezer Zeev, (1988)
-
On the existence & geometry of pricing operators in markets with realistic transactions costs
Prisman, Eliezer Zeev, (1987)
-
Prisman, Eliezer Zeev, (1987)
- More ...