Non-fully invested derivative-free bond index replication
Year of publication: |
2013
|
---|---|
Authors: | Markov, Iliya ; Oeuvray, Rodrigue ; Tuchschmid, Nils S. |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 27.2013, 1, p. 101-124
|
Subject: | Bond index replication | Derivatives | Tracking error | Optimization | Derivat | Derivative | Portfolio-Management | Portfolio selection | Anleihe | Bond | Indexanleihe | Index-linked bond | Index | Index number | Aktienindex | Stock index | Theorie | Theory | Öffentliche Anleihe | Public bond | Indexbindung | Indexation |
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