Return risk map in a fuzzy environment
José M. Brotons. Miguel Hernández University
Antonio Terceño. Rovira i Virgili University
- Fuzzy Economic Review: Volume XVI, Number 2. November 2011
- DOI: 10.25102/fer.2011.02.03
Within the framework of Assets Liability Management, we understand that immunization is the main method to assure a certain yield in a future date departing from an initial portfolio. Although the objective of passive strategies is to design a portfolio that will achieve the performance of a predetermined benchmark, active…
Read more...