Dynamic, deterministic and static optimal portfolio stratgies in a mean-variance framework under stochastic interest rates
Isabelle Bajeux-Besnainou and Roland Portait
| Year of publication: |
2002
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|---|---|
| Authors: | Bajeux-Besnainou, Isabelle ; Portait, Roland |
| Published in: |
New directions in mathematical finance. - Chichester : Wiley, ISBN 0-471-49817-3. - 2002, p. 101-115
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| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Zins | Interest rate | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001736565