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Macaulay durations for nonparallel shifts - MaRDI portal

Macaulay durations for nonparallel shifts (Q2480222)

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Macaulay durations for nonparallel shifts
scientific article

    Statements

    title
    Macaulay durations for nonparallel shifts (English)
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    author
    Harry Zheng
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    publication date
    31 March 2008
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    zbMATH Keywords
    Macaulay duration
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    non-parallel shifts
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    immunization
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    linear programming
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    Identifiers

    zbMATH DE Number
    5255821
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    OpenAlex ID
    W2107812627
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