Duration Matching in Bond Portfolio Optimization with Interest Rate Swaps

Additional Metadata
Keywords	Bond Portfolio Optimization; Duration Matching; Interest Rate Swaps; Collateral
Thesis Advisor	Reuvers, JWN
Persistent URL	hdl.handle.net/2105/65802
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Heeren, S. (2022). Duration Matching in Bond Portfolio Optimization with Interest Rate Swaps. In Econometrie.http://hdl.handle.net/2105/65802

Publication