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A risk minimizing strategy for portfolio immunization

Fong, H. Gifford; Vasicek, Oldrich Alfons - In: The journal of finance : the journal of the American … 39 (1984) 5, pp. 1541-1546

Persistent link: https://www.econbiz.de/10003549469

Term structure modeling using exponential splines

Vasicek, Oldrich Alfons; Fong, H. Gifford - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 339-348

Persistent link: https://www.econbiz.de/10002945371

Return maximization for immunized portfolios

Fong, H. Gifford; Vasicek, Oldrich Alfons - In: Innovations in bond portfolio management : duration …, (pp. 227-238). 1983

Persistent link: https://www.econbiz.de/10002172095

An inequality for the variance of waiting time under a general queuing discipline

Vasicek, Oldrich Alfons - In: Operations research 25 (1977) 5, pp. 879-884

Persistent link: https://www.econbiz.de/10002945335

A note on using cross-sectional information in Bayesian estimation of security betas

Vasicek, Oldrich Alfons - In: The journal of finance : the journal of the American … 28 (1973) 5, pp. 1233-1239

Persistent link: https://www.econbiz.de/10002945351

Innovations in investment management : cutting edge research from the exclusive JOIM conference series

Fong, H. Gifford (contributor) - 2008

"Innovations in Investment Management is a collection of papers presented at the 2006 Journal Of Investment Management Conference Series. Prominent authors and experts in the field provide the reader with a wide framework of cutting-edge research. The book spans a variety of topics including...