Título:

Immunization Using a Stochastic-Process Independent Multi-Factor Model: The Portuguese Experience

Autores:

Jorge Miguel Ventura Bravo (U Évora)
Carlos Manuel Pereira da Silva (UTL)

Revista:

Journal of Banking and Finance

Ano:

2006

Volume:

30

Páginas:

133-156

Códigos JEL:

G11 - Portfolio Choice; Investment Decisions
E43 - Determination of Interest Rates; Term Structure of Interest Rates
H63 - Debt; Debt Management