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
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