Publicação
A simulation-based analysis of passive and active bond portfolio management using protective put strategies
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Gomes, Pedro Santa-Clara | |
| dc.contributor.author | Bettencourt, Carlos Frederico Azevedo Cardoso Pereira | |
| dc.date.accessioned | 2022-10-26T15:59:17Z | |
| dc.date.available | 2022-10-26T15:59:17Z | |
| dc.date.issued | 1996-07 | |
| dc.date.submitted | 1996 | |
| dc.description.abstract | This paper provides some insights into management of a bond portfolio using protective put strategies. simulations for a three year period, are done of the daily paths of the factors in the cox, ingersoll and ross (CIR) model of the term structure of interest rates.... | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/145052 | |
| dc.language.iso | eng | pt_PT |
| dc.title | A simulation-based analysis of passive and active bond portfolio management using protective put strategies | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | closedAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics | pt_PT |