OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646): Difference between revisions

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+MaRDI publication profile
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+Risk-Sensitive ICAPM With Application to Fixed-Income Management
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+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
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+Stochastic linear quadratic optimal control problems
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Martingales and stochastic integrals in the theory of continuous trading
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
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+An equilibrium characterization of the term structure
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+Publication:5714646