Pages that link to "Item:Q881421"
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The following pages link to Optimal portfolio choice in the bond market (Q881421):
Displaying 17 items.
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
- Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180) (← links)
- A factor allocation approach to optimal bond portfolio (Q841841) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← 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)
- Optimal bond portfolios with fixed time to maturity (Q2513599) (← links)
- Forecasting demands on bonds (Q2739844) (← links)
- Self-financing trading strategies for sliding, rolling-horizon, and consol bonds (Q2757309) (← links)
- A theoretical analysis for continuous-time models of the optimal allocation of short-term and long-term bonds (Q3193661) (← links)
- Optimal consumption problem in the Vasicek model (Q3455473) (← links)
- (Q3553898) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)