A minimax risk strategy for portfolio immunization Article

Barber, JR, Copper, ML. (1998). A minimax risk strategy for portfolio immunization . Insurance, Mathematics & Economics, 23(2), 173-177. 10.1016/S0167-6687(98)00028-6

cited authors

  • Barber, JR; Copper, ML

sustainable development goals

authors

publication date

  • November 30, 1998

published in

keywords

  • Business & Economics
  • DURATION
  • Economics
  • INTEREST-RATES
  • Mathematical Methods In Social Sciences
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • Physical Sciences
  • Science & Technology
  • Social Sciences
  • Social Sciences, Mathematical Methods
  • Statistics & Probability
  • TERM STRUCTURE
  • duration
  • immunization
  • minimax
  • term structure of interests rates

Digital Object Identifier (DOI)

start page

  • 173

end page

  • 177

volume

  • 23

issue

  • 2