A theory of bond portfolios (Q558672)

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A theory of bond portfolios
scientific article

    Statements

    title
    A theory of bond portfolios (English)
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    author
    Erik Taflin
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    Ivar Ekeland
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    publication date
    13 July 2005
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    zbMATH Keywords
    Bond portfolios
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    optimal portfolios
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    utility optimization
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    Roll-Overs
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    Hilbert space valued processes
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    49J55
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    60H07
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    90C46
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    zbMATH DE Number
    2187030
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    OpenAlex ID
    W2260308503
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    arXiv ID
    math/0301278
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