On optimal portfolio choice under stochastic interest rates (Q5941435)
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scientific article; zbMATH DE number 1635628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal portfolio choice under stochastic interest rates |
scientific article; zbMATH DE number 1635628 |
Statements
On optimal portfolio choice under stochastic interest rates (English)
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20 August 2001
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portfolio
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optimal portfolio strategy
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hedge component
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Merton-Breeden hedging terms
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martingale approach
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interest rate risk
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portfolio risk management
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