Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.
Article
Barber, JR, Copper, ML. (1996). Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.
. JOURNAL OF PORTFOLIO MANAGEMENT, 23(1), 99-+. 10.3905/jpm.1996.409574
Barber, JR, Copper, ML. (1996). Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.
. JOURNAL OF PORTFOLIO MANAGEMENT, 23(1), 99-+. 10.3905/jpm.1996.409574