Work

Including linkers in a sovereign bond portfolio: an HJM approach

Year: 2010

Type: article

Authors: Ricardo Selves, Marcin Stamirowski

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W143002430

FWCI:

Cites: 10

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Related to: 10