๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Utilizing risk minimization for portfolio management

โœ Scribed by Augusto Menendez; Bruce R. Feiring


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
522 KB
Volume
16
Category
Article
ISSN
0895-7177

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Managing risk and return of upstream por
โœ Orman, Mark ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons โš– 874 KB

## Managing Risk and Return of Upstream Portfolios istorically, few exploration and production (W) H companies have generated high returns while plowing high percentages of cash flow back into capital expenditure. Nevertheless, with capital flow into upstream investment increasing, this very chall

A minimax risk strategy for portfolio im
โœ Joel R. Barber; Mark L. Copper ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 342 KB

This paper develops a minimax immunization strategy for an infinite factor interest rate model. The risk of a portfolio of cash flows is measured as the maximum sensitivity of the portfolio value. The objective is to choose the portfolio whose maximum sensitivity over a set of possible interest rate