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"Portfolio selection strategy for fixed income markets with immunization on ..."

Sergio Ortobelli et al. (2018)

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DOI: 10.1007/S10479-016-2182-8

access: closed

type: Journal Article

metadata version: 2022-10-02

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Sergio Ortobelli, Sebastiano Vitali, Marco Cassader, Tomás Tichý:
Portfolio selection strategy for fixed income markets with immunization on average. Ann. Oper. Res. 260(1-2): 395-415 (2018)

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