مرکز منطقه ای اطلاع رساني علوم و فناوري - Hedging against interest rate risk: Reconsidering volatility-adjusted immunization

Title of article :

Hedging against interest rate risk: Reconsidering volatility-adjusted immunization

Author/Authors :

Nicola Carcano، نويسنده , , Silverio Foresi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

127

To page :

141

Keywords :

Volatility , immunization , Portfolio management , Tenn structure

Journal title :

Journal of Banking and Finance

Serial Year :

1997

Journal title :

Journal of Banking and Finance

Record number :

192922

Link To Document :