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Portfolio selection strategy for fixed income markets with immunization on average
Ortobelli, Sergio, Vitali, Sebastiano, Cassader, Marco, Tichý, TomášLanguage:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-016-2182-8
Date:
June, 2016
File:
PDF, 2.01 MB
english, 2016