Portfolio management with stochastic interest rates and inflation ambiguity

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Publication:481372


DOI10.1007/s10436-013-0238-1zbMath1336.91070MaRDI QIDQ481372

Claus Munk, Alexey N. Rubtsov

Publication date: 12 December 2014

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

Full work available at URL: http://math.au.dk/publs?publid=970


60H30: Applications of stochastic analysis (to PDEs, etc.)

91G10: Portfolio theory


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