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A portfolio-based evaluation of affine term structure models - MaRDI portal

A portfolio-based evaluation of affine term structure models (Q2480223)

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A portfolio-based evaluation of affine term structure models
scientific article

    Statements

    title
    A portfolio-based evaluation of affine term structure models (English)
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    author
    Andrea Beltratti
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    Paolo Colla
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    publication date
    31 March 2008
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    zbMATH Keywords
    affine models
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    dynamic optimization
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    active asset allocation
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    Identifiers

    zbMATH DE Number
    5255822
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    OpenAlex ID
    W2071604982
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