A theory of bond portfolios (Q558672): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Towards a general theory of bond markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4702909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3736112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions in the problem of optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4774550 / rank
 
Normal rank

Latest revision as of 12:23, 10 June 2024

scientific article
Language Label Description Also known as
English
A theory of bond portfolios
scientific article

    Statements

    A theory of bond portfolios (English)
    0 references
    0 references
    0 references
    13 July 2005
    0 references
    Bond portfolios
    0 references
    optimal portfolios
    0 references
    utility optimization
    0 references
    Roll-Overs
    0 references
    Hilbert space valued processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references