Pages that link to "Item:Q2757309"

The following pages link to Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds (Q2757309):

Displayed 11 items.

• Existence of optimal consumption strategies in markets with longevity risk (Q506076) ‎ (← links)
• A theory of bond portfolios (Q558672) ‎ (← links)
• Optimal bond portfolios with fixed time to maturity (Q2513599) ‎ (← links)
• A continuous-time model for reinvestment risk in bond markets (Q3404102) ‎ (← links)
• The investor problem based on the HJM model (Q5028970) ‎ (← links)
• A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) ‎ (← links)
• Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) ‎ (← links)
• Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2) (Q5379171) ‎ (← links)
• A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899) ‎ (← links)
• OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) ‎ (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) ‎ (← links)