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Optimal bond portfolios with fixed time to maturity

✍ Scribed by Andersson, Patrik; Lagerås, Andreas N.


Book ID
121015023
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
502 KB
Volume
53
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


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The authors are grateful to Bernard Dumas and the anonymous referees for helpful comments and suggestions. Any remaining errors are the authors' responsibility. 'Important studies advancing methods accepted by practitioners include