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Robust long-term interest rate risk hedging in incomplete bond markets
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- Journal:
- Journal of Pension Economics & Finance / Volume 20 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 07 July 2020, pp. 273-300
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Robust hedging in incomplete markets
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- Journal:
- Journal of Pension Economics & Finance / Volume 18 / Issue 3 / July 2019
- Published online by Cambridge University Press:
- 16 March 2018, pp. 473-493
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Priors For The Ar(1) Model: Parameterization Issues and Time Series Considerations
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- Econometric Theory / Volume 10 / Issue 3-4 / August 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 579-595
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