Dynamic bond portfolio choice in a model with Gaussian diffusion regimes
João Libório
| Year of publication: |
2005
|
|---|---|
| Authors: | Libório, João |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 3, p. 259-270
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Anleihe | Bond | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002994795