Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180)
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scientific article; zbMATH DE number 5988136
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| English | Dimension reduction and mutual fund theorem in maximin setting for Bond market |
scientific article; zbMATH DE number 5988136 |
Statements
Dimension reduction and mutual fund theorem in maximin setting for Bond market (English)
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13 December 2011
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continuous time market
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optimal portfolio
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minimax problems
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saddle point
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mutual fund theorem
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fixed income management
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0.8156208395957947
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0.7830622792243958
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0.7662922739982605
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0.7662690281867981
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0.7645471692085266
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