An evaluation of some popular investment strategies under stochastic interest rates (Q2227435)
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scientific article; zbMATH DE number 7310456
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| English | An evaluation of some popular investment strategies under stochastic interest rates |
scientific article; zbMATH DE number 7310456 |
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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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0.7132237553596497
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0.7098299264907837
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0.681717038154602
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0.6804864406585693
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0.669665515422821
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