Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180)
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: Dimension reduction and mutual fund theorem in maximin setting for Bond market |
scientific article; zbMATH DE number 5988136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction and mutual fund theorem in maximin setting for Bond market |
scientific article; zbMATH DE number 5988136 |
Statements
Dimension reduction and mutual fund theorem in maximin setting for Bond market (English)
0 references
13 December 2011
0 references
continuous time market
0 references
optimal portfolio
0 references
minimax problems
0 references
saddle point
0 references
mutual fund theorem
0 references
fixed income management
0 references
