Dynamic Allocation of Treasury and Corporate Bond Portfolios

This paper solves the intertemporal investment problem of an investor holding a portfolio of default-free and defaultable bonds.

Year of publication:	2002-12-01
Authors:	Walder, Roger
Publisher:	International Center for Financial Asset Management and Engineering <Genève>
Subject:	Portfolio Selection \| Kreditrisiko \| Portfoliomanagement \| portfolio management \| Dynamische Modellierung

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Extent:	2048 bytes 68 p. application/pdf
Series:	International Center for Financial Asset Management and Engineering - Publications FAME Research Paper Series ; 64 (2002)
Type of publication:	Book / Working Paper
Language:	English
Classification:	D9 - Intertemporal Choice and Growth ; G11 - Portfolio Choice ; Financial theory ; Procurement of capital. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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