Portfolio selection strategy for fixed income markets with immunization on average
Sergio Ortobelli, Sebastiano Vitali, Marco Cassader, Tomáš Tichý
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Ortobelli, Sergio ; Vitali, Sebastiano ; Cassader, Marco ; Tichý, Tomáš |
| Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 395-415
|
| Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Theorie | Theory | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2182-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871422