Portfolio selection with inflation-linked bonds and indexation lags (Q2338519)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with inflation-linked bonds and indexation lags |
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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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