Pages that link to "Item:Q3193661"
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The following pages link to A theoretical analysis for continuous-time models of the optimal allocation of short-term and long-term bonds (Q3193661):
Displaying 8 items.
- Bond portfolio's duration and investment term-structure management problem (Q871354) (← links)
- Optimal bond portfolio for investors with long time horizons (Q1417036) (← links)
- Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- Stochastic Interest Rates and the Bond-Stock Mix (Q2709163) (← links)
- (Q4377730) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)