Pages that link to "Item:Q2709163"
From MaRDI portal
The following pages link to Stochastic Interest Rates and the Bond-Stock Mix (Q2709163):
Displayed 16 items.
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- A factor allocation approach to optimal bond portfolio (Q841841) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- The asset allocation puzzle is still a puzzle (Q1017031) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- Life-cycle asset allocation with annuity markets (Q2654416) (← links)
- OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)