Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios-Reference-Cited by-同舟云学术

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Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios

Published:2017-04-03 Issue:10 Volume:17 Page:1491-1507
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Chen Jingnan¹,Flood Mark D.²,Sowers Richard B.¹³

Affiliation:

1. Engineering Systems and Design Pillar, Singapore University of Technology and Design, Singapore.

2. Office of Financial Research, U.S. Department of the Treasury, Washington, DC, USA.

3. Department of Mathematics, University of Illinois at Urbana–Champaign, Urbana, IL, USA.

Funder

Division of Mathematical Sciences

NSF DMS

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2017.1296176

Reference73 articles.

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