A factor allocation approach to optimal bond portfolio (Q841841): Difference between revisions

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+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
+Normal rank
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
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+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
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+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
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+A Monte Carlo filtering approach for estimating the term structure of interest rates
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+An asymptotic expansion scheme for optimal investment problems
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+An equilibrium characterization of the term structure
+Normal rank