Journal of Financial and Quantitative Analysis Vol. 18 No. 3 1983
A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem
Abstract
Chulsoon Khang, A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem, The Journal of Financial and Quantitative Analysis, Vol. 18, No. 3 (Sep., 1983), pp. 355-363
- DOI
- 10.2307/2330726
- Volume
- 18
- Issue
- 3
- Pages
- 355
- Sources
- crossref openalex