The performance of deterministic and stochastic interest rate risk measures : another question of dimensions?
Year of publication: |
2014
|
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Authors: | Oliveira, Luís ; Nunes, Joaõ Pedro Vidal ; Malcato, Luís |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-982X, ZDB-ID 2083329-5. - Vol. 13.2014, 3, p. 141-165
|
Subject: | Interest rate risk | Asset-liability management | Immunization strategies | Stochastic duration | Stochastic dominance | Zinsrisiko | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Hedging |
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