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Risk factor analysis and portfolio immunization in the corporate bond market - MaRDI portal

Risk factor analysis and portfolio immunization in the corporate bond market (Q1887923)

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scientific article; zbMATH DE number 2117527
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English
Risk factor analysis and portfolio immunization in the corporate bond market
scientific article; zbMATH DE number 2117527

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    Risk factor analysis and portfolio immunization in the corporate bond market (English)
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    22 November 2004
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    multi-factor model
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    market
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