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~person:"Aǧca, Şenay"
~person:"Fang, Zhenmin"
~person:"Flanigan, George B."
~subject:"Interest rate"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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The journal of alternative investments
1
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ECONIS (ZBW)
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1
Portfolio selection of bonds with interest rate swaps : a mean-variance approach
Fang, Zhenmin
-
1990
Persistent link: https://www.econbiz.de/10000838215
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2
The investment policy implications of the direct consideration of investment income in property and casualty insurance rate making
Flanigan, George B.
-
1972
Persistent link: https://www.econbiz.de/10000689915
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3
The performance of alternative interest rate risk measures and immunization strategies under a Heath-Jarrow-Morton framework
Aǧca, Şenay
-
2002
Persistent link: https://www.econbiz.de/10009245340
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4
Can CDO equity be short on correlation?
Aǧca, Şenay
;
Islam, Saiyid
- In:
The journal of alternative investments
12
(
2009/10
)
4
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003974201
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