Non-fully invested derivative-free bond index replication
Year of publication: |
2013
|
---|---|
Authors: | Markov, Iliya ; Oeuvray, Rodrigue ; Tuchschmid, Nils |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 27.2013, 1, p. 101-124
|
Publisher: |
Springer |
Subject: | Bond index replication | Derivatives | Tracking error | Optimization |
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