Optimal consumption and investment strategies with stochastic interest rates
by Claus Munk & Carsten Sørensen
| Year of publication: |
2000
|
|---|---|
| Authors: | Munk, Claus ; Sørensen, Carsten |
| Publisher: |
Frederiksberg |
| Subject: | Betriebliche Investitionstheorie | Corporate investment theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Hedging | Theorie | Theory |
| Extent: | 40 S graph. Darst |
|---|---|
| Series: | Working paper. - Frederiksberg : Department of Finance, Copenhagen Business School, ISSN 0903-0352, ZDB-ID 2929429-0. - Vol. 2000,9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 30 - 32 |
| ISBN: | 87-90705-43-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001543919