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), 10.1016/S0167-6687(98)00028-6



cited authors

  • Barber, JR; Copper, ML

fiu authors

publication date

  • November 1998

published in

author keyword

Digital Object Identifier (DOI)

volume

  • 23

issue

  • 2

research area