Optimal asset allocation with fixed-term securities
type: Item
instance of: scholarly article
title: Optimal asset allocation with fixed-term securities
zbMATH Open document ID: 1401.91515
author: Sascha Desmettre
author: Frank Thomas Seifried
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6916454
zbMATH Keywords: optimal portfolio
zbMATH Keywords: fixed-term investment
zbMATH Keywords: bank deposit
zbMATH Keywords: closed-end security
zbMATH Keywords: martingale method
MaRDI profile type: Publication
full work available at URL: j.jedc.2016.03.001
OpenAlex ID: W3124997048
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DOI: 10.1016/J.JEDC.2016.03.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916454