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~person:"Priaulet, Philippe"
~subject:"Factor analysis"
~subject:"Kapitalanlage"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Priaulet, Philippe
Martellini, Lionel
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The handbook of fixed income securities
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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:
2
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
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