A portfolio-based evaluation of affine term structure models (Q2480223)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio-based evaluation of affine term structure models |
scientific article |
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A portfolio-based evaluation of affine term structure models (English)
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31 March 2008
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affine models
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dynamic optimization
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active asset allocation
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