Immunization using a stochastic-process independent multi-factor model: The Portuguese experience
Year of publication: |
2006
|
---|---|
Authors: | Bravo, Jorge Miguel Ventura ; Silva, Carlos Manuel Pereira da |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 1, p. 133-156
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
-
Gregoriou, Greg N., (2007)
-
Risikomanagement und Kapitalmarkt : [mit Aufgaben und detaillierten Lösungswegen]
Callsen-Bracker, Hans-Markus, (2009)
-
Aktives Management von Corporate-Bond-Portfolios und Kreditrisiken
Hagenstein, Frank, (2006)
- More ...
-
Immunization Using a Parametric Model of the Term Structure
Bravo, Jorge Miguel Ventura, (2005)
-
A função poupança em Portugal : ensaio de aplicação da teoria do ciclo de vida
Silva, Carlos Manuel Pereira da, (1994)
-
The Financial Sustainability of the Portuguese Social Security System
Silva, Carlos Manuel Pereira da, (2004)
- More ...