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Journal ArticleOPEN ACCESS

Interest Rate Risk Management and Dynamic Portfolio Selections

  • Sun H
  • Sun W
Modern Economy (2011) 02(04) 674-679
DOI: 10.4236/me.2011.24075
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Abstract

… the interest rate is an impor- tant factor in portfolio selections and a main reason why the global financial crisis took place in 2008. Markowitz [1] provides a powerful framework for assessing the risk- return of assets and the benefit of diversification. Opti- mal multiperiod portfolios …

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APA

Sun, H., & Sun, W. (2011). Interest Rate Risk Management and Dynamic Portfolio Selections. Modern Economy, 02(04), 674–679. https://doi.org/10.4236/me.2011.24075

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