Including linkers in a sovereign bond portfolio: an HJM approach

Authors:	Selves, Ricardo ; Stamirowski, Marcin
Institutions:	Bank for International Settlements (contributor)
Published in:	Portfolio and risk management for central banks and sovereign wealth funds.

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010611720