Author： Kiriakopoulos Konstantinos Koulis Alexandros
Publisher： MDPI
E-ISSN： 1911-8074|7|4|130-149
ISSN： 1911-8074
Source： Journal of Risk and Financial Management, Vol.7, Iss.4, 2014-10, pp. : 130-149
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk
Risks, Vol. 2, Iss. 4, 2014-12 ,pp. :
Access to resources
Recommend
Estimating Interest Rate Setting Behavior in Brazil: A LSTR Model Approach
By Baaziz Yosra
Economies, Vol. 3, Iss. 2, 2015-04 ,pp. :
Frailty and Risk Classification for Life Annuity Portfolios
By Olivieri Annamaria Pitacco Ermanno
Risks, Vol. 4, Iss. 4, 2016-10 ,pp. :
By Fidan Keçeci Neslihan Kuzmenko Viktor Uryasev Stan
Journal of Risk and Financial Management, Vol. 9, Iss. 4, 2016-10 ,pp. :