Un programma di classificazione dei titoli obbligazionari

Translated title of the contribution: [Autom. eng. transl.] A bond classification program

Anna Torriero, Silvana Stefani

Research output: Contribution to journalArticlepeer-review

Abstract

This paper proposes an algorithm designed to classify dynamically groups of bond issues according to their maturities. In particular the main aim of teh algorithm itself is to shift automatically one issue from one maturity class to the preceding one as time goes on. Each of the maturity classes is the arranged in terms of a time series in order to get information about the yields, and subsequently analyze and compare the performance of bonds priced on the Italian Market depending on their time-to-maturity characteristics.
Translated title of the contribution[Autom. eng. transl.] A bond classification program
Original languageItalian
Pages (from-to)268-270
Number of pages3
JournalRIVISTA DI STATISTICA APPLICATA
Volume11, n.4
Publication statusPublished - 1978

Keywords

  • mercati finanziari
  • titoli obbligazionari

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