Riding the yield curve : a variety of strategies
David S. Bieri and Ludwig B. Chincarni
| Year of publication: |
2005
|
|---|---|
| Authors: | Bieri, David S. ; Chincarni, Ludwig B. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2005, 2, p. 6-35
|
| Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10003229842