On risk minimizing strategies for default-free bond portfolio immunization (Q4829418)
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scientific article; zbMATH DE number 2120117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On risk minimizing strategies for default-free bond portfolio immunization |
scientific article; zbMATH DE number 2120117 |
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On risk minimizing strategies for default-free bond portfolio immunization (English)
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29 November 2004
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immunization
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duration
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bond portfolio
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M-absolute
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