On optimal portfolio choice under stochastic interest rates (Q5941435)
From MaRDI portal
scientific article; zbMATH DE number 1635628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal portfolio choice under stochastic interest rates |
scientific article; zbMATH DE number 1635628 |
Statements
On optimal portfolio choice under stochastic interest rates (English)
0 references
20 August 2001
0 references
portfolio
0 references
optimal portfolio strategy
0 references
hedge component
0 references
Merton-Breeden hedging terms
0 references
martingale approach
0 references
interest rate risk
0 references
portfolio risk management
0 references
0 references
0 references
0 references
0 references
