scientific article; zbMATH DE number 5951620

zbMATH Open1240.91158MaRDI QIDQ3170976FDOQ3170976

Yao Xie, Zhian Liang

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfolioutility functionlong-term asset allocationreal interest rate volatility

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (1)

• Risk aversion and allocation to long-term bonds.

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