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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
Martellini, Lionel
124
Amenc, Noël
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The journal of fixed income
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The handbook of fixed income securities
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ECONIS (ZBW)
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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
Advanced bond portfolio management : best practices in modeling and strategies
Fabozzi, Frank J.
(
ed.
);
Martellini, Lionel
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003115236
Saved in:
3
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
4
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
5
PREDICTABILITY IN THE SHAPE OF THE TERM STRUCTURE OF INTEREST RATES
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10007149132
Saved in:
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