Optimal bond portfolio for investors with long time horizons (Q1417036)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal bond portfolio for investors with long time horizons |
scientific article; zbMATH DE number 2019693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal bond portfolio for investors with long time horizons |
scientific article; zbMATH DE number 2019693 |
Statements
Optimal bond portfolio for investors with long time horizons (English)
0 references
18 December 2003
0 references
minimum-wealth constraint
0 references
stochastic control
0 references
stochastic flows
0 references
term-structure models
0 references
