Parsimonious value at risk for fixed income portfolios
Year of publication: |
2005
|
---|---|
Authors: | Bilson, John F. O. |
Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 125-141
|
Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Risikomaß | Risk measure |
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