Including linkers in a sovereign bond portfolio : an HJM approach
Year of publication: |
2011
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Authors: | Selves, Ricardo ; Stamirowski, Marcin |
Published in: |
Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking. - Basel : Bank for International Settlements, ISBN 92-9131-888-4. - 2011, p. 111-137
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Subject: | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Anleihe | Bond |
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