Pages that link to "Item:Q1277813"
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The following pages link to A minimax risk strategy for portfolio immunization (Q1277813):
Displaying 10 items.
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Risk minimization through portfolio replication (Q978811) (← links)
- Hedging interest rate risk by optimization in Banach spaces (Q995956) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- A maxmin policy for bond management (Q1296370) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Portfolio immunization under cone restrictions (Q1684037) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- Risk factor analysis and portfolio immunization in the corporate bond market (Q1887923) (← links)
- On risk minimizing strategies for default-free bond portfolio immunization (Q4829418) (← links)