Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093)
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scientific article; zbMATH DE number 7719449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Markowitz mean-variance portfolio selection model with long-term bonds |
scientific article; zbMATH DE number 7719449 |
Statements
Static Markowitz mean-variance portfolio selection model with long-term bonds (English)
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26 July 2023
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Markowitz model
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term structure model
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zero-coupon bonds
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bond portfolio
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Sharpe ratio
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multi-factor
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Vasicek model
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