OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646)
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scientific article; zbMATH DE number 2239027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND |
scientific article; zbMATH DE number 2239027 |
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OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (English)
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15 December 2005
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rolling horizon bond
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discount bond
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Bellman equation
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Riccati equation
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stochastic interest rates
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optimal portfolio
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