Incorporating Convexity in Bond Portfolio Immunization Using Multifactor Model: A Semidefinite Programming Approach
Crossref DOI link: https://doi.org/10.1007/s40305-018-0196-4
Published Online: 2018-02-20
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhu, Wei
Zhang, Cai-Hong
Liu, Qian
Zhu, Shu-Shang
Text and Data Mining valid from 2018-02-20
Article History
Received: 26 July 2017
Revised: 16 January 2018
Accepted: 29 January 2018
First Online: 20 February 2018