Pages that link to "Item:Q2338519"
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The following pages link to Portfolio selection with inflation-linked bonds and indexation lags (Q2338519):
Displaying 10 items.
- Which improves welfare more: A nominal or an indexed bond? (Q1361092) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Quantitative implications of indexed bonds in small open economies (Q2271678) (← links)
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
- The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330) (← links)
- MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY (Q3195496) (← links)
- (Q4624556) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)