Immunization of fixed-income portfolios using an exponential parametric model
Bruno Lund, Caio Almeida
| Year of publication: |
november 2014
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|---|---|
| Authors: | Lund, Bruno ; Almeida, Caio |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 34.2014, 2, p. 155-201
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| Subject: | Fixed Income | Term Structure | Asset Pricing | Inflation Expectation | Immunization | Hedge | Emerging Markets | Debt | Derivatives | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Anleihe | Bond | Hedging | Derivat | Derivative | Schwellenländer | Emerging economies | Rentenmarkt | Bond market | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v34n22014.18432 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538795