Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach (Q1655914)
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scientific article; zbMATH DE number 6915802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach |
scientific article; zbMATH DE number 6915802 |
Statements
Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach (English)
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10 August 2018
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immunization
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duration
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convexity
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multifactor model
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semidefinite programming
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