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Hagenbjörk, Johan
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
2
Simulation and evaluation of the distribution of interest rate risk
Hagenbjörk, Johan
;
Blomvall, Jörgen
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10011993485
Saved in:
3
A generic framework for monetary performance attribution
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
Journal of banking & finance
105
(
2019
),
pp. 121-133
Persistent link: https://www.econbiz.de/10012163828
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