On the Relative Importance of Duration Constraints
Year of publication: |
1997
|
---|---|
Authors: | Paroush, Jacob ; Prisman, Eliezer Z. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 43.1997, 2, p. 198-205
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | immunization | duality | fixed income | interest rate risk |
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