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subject:"Indexanleihe"
~isPartOf:"Journal of economic dynamics & control"
~subject:"United Kingdom"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Indexanleihe
United Kingdom
Zinsstruktur
Index-linked bond
2
Theorie
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Theory
2
Analysis
1
Anleihe
1
Bond
1
Bond portfolio selection
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Dynamic programming
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Dynamische Optimierung
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Hedging
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Indexation
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Indexation lags
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Indexbindung
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Inflation
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Inflation-linked bond
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Intertemporal hedging
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Kleine offene Volkswirtschaft
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Lag model
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Lag-Modell
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Mathematical analysis
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Piecewise dynamic programming approach
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Portfolio selection
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Portfolio-Management
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Small open economy
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Stochastic delay differential equations
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Stochastic process
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Stochastischer Prozess
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Aufsatz in Zeitschrift
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English
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Durdu, Ceyhun Bora
1
Li, Kai
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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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2
Quantitative implications of indexed bonds in small open economies
Durdu, Ceyhun Bora
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 883-902
Persistent link: https://www.econbiz.de/10003844055
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