Multi-factor risk analysis of bond portfolios
Lev Dynkin and Jay Hyman
| Year of publication: |
2004
|
|---|---|
| Authors: | Dynkin, Lev ; Hyman, Jay |
| Published in: |
Risk management for central bank foreign reserves. - Frankfurt am Main : Europ. Central Bank, ISBN 92-9181-497-0. - 2004, p. 201-221
|
| Subject: | Internationale Anleihe | International bond | Portfolio-Management | Portfolio selection | Zentralbank | Central bank | Risiko | Risk | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 220 - 221 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002111491