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~isPartOf:"The journal of fixed income"
~person:"Milhau, Vincent"
~subject:"Gesetzliche Rentenversicherung"
~subject:"Hedgefonds"
~subject:"Portfolio selection"
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Martellini, Lionel
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The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
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Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
2
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
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