Scenario modeling for the management ofinternational bond portfolios

• 1 January 1999
• journal article
• Published by Springer Nature in Annals of Operations Research
• Vol. 85, 227-247
• https://doi.org/10.1023/a:1018973828120

Abstract

Keywords

• MODELING
• SCENARIO
• DECISIONSFOR
• VOLATILITY
• MARKETS.INTEREST
• CURRENCY
• OFINTERNATIONAL
• HEDGING
• PORTFOLIO

All Related Versions

• Version 1, RePEc (Unconfirmed version)