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- Title
Le obbligazioni “reverse floaters” nell’esperienza italiana Loro utilizzo per la riduzione del rischio di reinvestimento.
- Authors
Visconti, Raffaele
- Abstract
This research examines the characteristics of the bonds reverse floaters, analyzing the risk and return profiles of the same. It examines the main characteristics of the emissions listed on the electronic bond Italian market (MOT) and the possibility of their use in order to build a portfolio composed of fixed rate securities and reverse floaters, in order to reduce the downside risk resulting from the reinvestment of the coupons at rates below the internal rate of return (IRR).
- Publication
Economia Aziendale Online, 2012, Vol 3, Issue 1, p75
- ISSN
2038-5498
- Publication type
Article
- DOI
10.4485/ea2038-5498.003.0006