Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate

DOI10.3103/S002713221301004XzbMath1273.91424OpenAlexW1988668333MaRDI QIDQ355333

G. S. Kambarbaeva

Publication date: 24 July 2013

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s002713221301004x

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Cites Work

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