Portfolio selection with inflation-linked bonds and indexation lags (Q2338519)
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scientific article; zbMATH DE number 7134739
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|---|---|---|---|
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| English | Portfolio selection with inflation-linked bonds and indexation lags |
scientific article; zbMATH DE number 7134739 |
Statements
Portfolio selection with inflation-linked bonds and indexation lags (English)
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21 November 2019
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indexation lags
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bond portfolio selection
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inflation-linked bond
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intertemporal hedging
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stochastic delay differential equations
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piecewise dynamic programming approach
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0.7944439053535461
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0.7883314490318298
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0.7845951318740845
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0.760914146900177
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