Pages that link to "Item:Q2513599"
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The following pages link to Optimal bond portfolios with fixed time to maturity (Q2513599):
Displaying 8 items.
- Bond portfolio's duration and investment term-structure management problem (Q871354) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- Optimal bond portfolio for investors with long time horizons (Q1417036) (← links)
- How to find a bond portfolio with the highest convexity in a class of fixed duration portfolios (Q1578326) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Self-financing trading strategies for sliding, rolling-horizon, and consol bonds (Q2757309) (← 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)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)