A portfolio-based evaluation of affine term structure models (Q2480223): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10479-006-0134-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2071604982 / rank | |||
Normal rank | |||
Revision as of 21:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio-based evaluation of affine term structure models |
scientific article |
Statements
A portfolio-based evaluation of affine term structure models (English)
0 references
31 March 2008
0 references
affine models
0 references
dynamic optimization
0 references
active asset allocation
0 references
