Optimal bond portfolios with fixed time to maturity (Q2513599)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal bond portfolios with fixed time to maturity |
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Optimal bond portfolios with fixed time to maturity (English)
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28 January 2015
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interest rate models
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rolling horizon bonds
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generalized Ornstein-Uhlenbeck processes
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affine term structure
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mean-variance portfolio
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