Liability index fund : the liability beta portfolio
Ronald J. Ryan; Frank J. Fabozzi
| Year of publication: |
2011
|
|---|---|
| Authors: | Ryan, Ronald J. ; Fabozzi, Frank J. |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 33.2011, p. 29-33
|
| Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Zinsstruktur | Yield curve | Aktienindex | Stock index | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009629859