Optimal bond portfolio for investors with long time horizons

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DOI10.1023/A:1020639511843zbMath1069.91048OpenAlexW1593669213MaRDI QIDQ1417036

Toshiki Honda, Ryuji Fukaya

Publication date: 18 December 2003

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020639511843

zbMATH Keywords

stochastic control stochastic flows minimum-wealth constraint term-structure models

Mathematics Subject Classification ID

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