Pages that link to "Item:Q2709163"

The following pages link to Stochastic Interest Rates and the Bond-Stock Mix (Q2709163):

Displaying 34 items.

• The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
• A factor allocation approach to optimal bond portfolio (Q841841) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• The asset allocation puzzle is still a puzzle (Q1017031) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
• Affine processes and applications in finance (Q1425484) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
• Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
• Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
• Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
• A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Life-cycle asset allocation with annuity markets (Q2654416) (← links)
• Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds (Q2862440) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• The real risk in pension forecasting (Q4585946) (← links)
• Strategic commodity allocation (Q4682999) (← links)
• The investor problem based on the HJM model (Q5028970) (← links)
• Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
• OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)
• Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)