An evaluation of some popular investment strategies under stochastic interest rates (Q2227435): Difference between revisions

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Revision as of 13:49, 24 July 2024

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An evaluation of some popular investment strategies under stochastic interest rates
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    An evaluation of some popular investment strategies under stochastic interest rates (English)
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    15 February 2021
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    investment strategies
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    inefficiency amount
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    investment horizon
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    interest rate models
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    Monte Carlo simulation
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