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Title: Optimal portfolios with constrained sensitivities in the interest rate market.
Author: Kirriakopoulos, Konstantinos.
ISNI:       0000 0001 3600 4618
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 1996
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Interest rate derivative securities