A minimax risk strategy for portfolio immunization (Q1277813)
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scientific article; zbMATH DE number 1251568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax risk strategy for portfolio immunization |
scientific article; zbMATH DE number 1251568 |
Statements
A minimax risk strategy for portfolio immunization (English)
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17 February 1999
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minimax immunization strategy
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infinite factor interest rate model
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portfolio value
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