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~isPartOf:"Applied economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of portfolio management : JPM"
~person:"Barbi, Massimiliano"
~subject:"Portfolio-Management"
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Barbi, Massimiliano
Malamud, Semyon
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Applied economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Swiss Finance Institute Research Paper
The journal of portfolio management : JPM
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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Interest rate risk estimation : a new duration-based approach
Bajo, Emanuele
;
Barbi, Massimiliano
;
Hullier, David
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2697-2704
Persistent link: https://www.econbiz.de/10010189364
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
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