A Continuous-Time Model for Reinvestment Risk in Bond Markets

Research output: Working paper › Research

Standard

A Continuous-Time Model for Reinvestment Risk in Bond Markets. / Dahl, Mikkel Hindkær.

Københavns Universitet : H.C.Ø.-Tryk, 2005. p. 1-24.

Research output: Working paper › Research

Harvard

Dahl, MH 2005 'A Continuous-Time Model for Reinvestment Risk in Bond Markets' H.C.Ø.-Tryk, Københavns Universitet, pp. 1-24.

APA

Dahl, M. H. (2005). A Continuous-Time Model for Reinvestment Risk in Bond Markets. (pp. 1-24). H.C.Ø.-Tryk.

Vancouver

Dahl MH. A Continuous-Time Model for Reinvestment Risk in Bond Markets. Københavns Universitet: H.C.Ø.-Tryk. 2005, p. 1-24.

Author

Dahl, Mikkel Hindkær. / A Continuous-Time Model for Reinvestment Risk in Bond Markets. Københavns Universitet : H.C.Ø.-Tryk, 2005. pp. 1-24

Bibtex

@techreport{eb63944074c611dbbee902004c4f4f50,
title = "A Continuous-Time Model for Reinvestment Risk in Bond Markets",
author = "Dahl, {Mikkel Hindk{\ae}r}",
year = "2005",
language = "English",
isbn = "87-7834-642-8",
pages = "1--24",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",

}

RIS

TY - UNPB

T1 - A Continuous-Time Model for Reinvestment Risk in Bond Markets

AU - Dahl, Mikkel Hindkær

PY - 2005

Y1 - 2005

M3 - Working paper

SN - 87-7834-642-8

SP - 1

EP - 24

BT - A Continuous-Time Model for Reinvestment Risk in Bond Markets

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -

ID: 159259