Pages that link to "Item:Q4829418"
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The following pages link to On risk minimizing strategies for default-free bond portfolio immunization (Q4829418):
Displaying 7 items.
- A minimax risk strategy for portfolio immunization (Q1277813) (← links)
- Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach (Q1655914) (← 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)
- Optimal management of immunized portfolios (Q2323657) (← links)
- Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model (Q3414648) (← links)
- (Q5416128) (← links)