Robust portfolio choice with stochastic interest rates

From MaRDI portal
Publication:470730


DOI10.1007/s10436-013-0234-5zbMath1298.91137MaRDI QIDQ470730

Christian Riis Flor, Linda Sandris Larsen

Publication date: 13 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-013-0234-5


91G30: Interest rates, asset pricing, etc. (stochastic models)

91G10: Portfolio theory


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