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

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