Risk factor analysis and portfolio immunization in the corporate bond market
type: Item
instance of: scholarly article
title: Risk factor analysis and portfolio immunization in the corporate bond market
zbMATH Open document ID: 1067.90096
author: Marida Bertocchi
author: Rosella Giacometti
author: Stavros A. Zenios
published in: European Journal of Operational Research
publication date: 2004-11-22T00:00:00Z
Mathematics Subject Classification ID: 90B60
zbMATH DE Number: 2117527
zbMATH Keywords: multi-factor model
zbMATH Keywords: market
describes a project that uses: CreditRisk+
MaRDI profile type: Publication
full work available at URL: j.ejor.2003.08.047
OpenAlex ID: W2060264726
cites work: Q3999499
DOI: 10.1016/J.EJOR.2003.08.047
description: scientific article; zbMATH DE number 2117527