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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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The role of catastrophe bonds in an international multi-asset portfolio : diversifier, hedge, or safe haven?
Drobetz, Wolfgang; Schröder, Henning; Tegtmeier, Lars - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430896
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Can gold be used as a hedge against the risks of Sharia-compliant securities? : application for Islamic portfolio management
Maghyereh, Aktham I.; Awartani, Basel; Hassan, Abul - In: The journal of asset management 19 (2018) 6, pp. 394-412
Persistent link: https://www.econbiz.de/10011958099
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The mean-variance (in)efficiency of duration-based immunization
François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290
Persistent link: https://www.econbiz.de/10014575525
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Interest Rate Risk of Zero-Coupon Bond Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Maleki Nia, Nahid - 2019
related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …
Persistent link: https://www.econbiz.de/10012864002
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Model Risk in Bond Portfolio Hedging
Lapshin, Victor - 2022
Empirically testing a bond portfolio hedging model is usually carried out when proposing a new model or to compare …
Persistent link: https://www.econbiz.de/10013403799
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Financial risk management : domestic and international dimensions
Jorion, Philippe - 1996
Persistent link: https://www.econbiz.de/10013548643
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Financial risk management : fixed income and foreign exchange
Campbell, Tim S. - 1993
Persistent link: https://www.econbiz.de/10013467609