Bond Portfolio Optimization (2008) (Lecture Notes in Economics and Mathematical Systems #605)
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- Synopsis
- The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783540765936
- Related ISBNs:
- 9783540765929
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 07/27/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.