A portfolio-based evaluation of affine term structure models (Q2480223)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio-based evaluation of affine term structure models |
scientific article |
Statements
A portfolio-based evaluation of affine term structure models (English)
0 references
31 March 2008
0 references
affine models
0 references
dynamic optimization
0 references
active asset allocation
0 references
0 references
