Replicating bond indices with liquid derivatives
Lev Dynkin, Anthony Gould and Vadim Konstantinovsky
| Year of publication: |
2006
|
|---|---|
| Authors: | Dynkin, Lev ; Gould, Anthony ; Konstantinovsky, Vadim |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2006, 4, p. 7-19
|
| Subject: | Portfolio-Management | Portfolio selection | Indexanleihe | Index-linked bond | Internationale Anleihe | International bond | Derivat | Derivative | Risiko | Risk | USA | United States | 2002-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003339347