مرکز منطقه ای اطلاع رساني علوم و فناوري - Dispersion measures as immunization risk measures

Title of article :

Dispersion measures as immunization risk measures

Author/Authors :

Alejandro Balbas، نويسنده , , Alfredo Ibanez، نويسنده , , Susana L?pez، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

1229

To page :

1244

Keywords :

Linear measure , Immunization risk measures , Maturity-matching bonds , Twists on the term structure , Dispersion measures

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193388

Link To Document :