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  • Search: subject:"Piecewise dynamic programming approach"
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Anleihe 1 Bond 1 Bond portfolio selection 1 Dynamic programming 1 Dynamische Optimierung 1 Hedging 1 Index-linked bond 1 Indexanleihe 1 Indexation 1 Indexation lags 1 Indexbindung 1 Inflation 1 Inflation-linked bond 1 Intertemporal hedging 1 Lag model 1 Lag-Modell 1 Piecewise dynamic programming approach 1 Portfolio selection 1 Portfolio-Management 1 Stochastic delay differential equations 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Kai 1
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Journal of economic dynamics & control 1
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ECONIS (ZBW) 1
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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
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