Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Farid Mkaouar, Jean-Luc Prigent, Ilyes Abid
| Year of publication: |
December 2017
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| Authors: | Mkaouar, Farid ; Prigent, Jean-Luc ; Abid, Ilyes |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 228-247
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| Subject: | Portfolio optimization | Stochastic interest rate | Inflation-indexed bonds | Incompleteness | Compensating variation | Theorie | Theory | Portfolio-Management | Portfolio selection | Zins | Interest rate | Inflationsrate | Inflation rate | Anleihe | Bond | Indexbindung | Indexation | Inflation | Indexanleihe | Index-linked bond | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Realzins | Real interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.12.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813816