منابع مشابه
Optimal Bond Portfolios
We aim to construct a general framework for portfolio management in continuous time, encompassing both stocks and bonds. In these lecture notes we give an overview of the state of the art of optimal bond portfolios and we re-visit main results and mathematical constructions introduced in our previous publications (Ann. Appl. Probab. 15, 1260–1305 (2005) and Fin. Stoch. 9, 429–452 (2005)). A sol...
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ژورنال
عنوان ژورنال: Journal of Banking & Finance
سال: 2016
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2016.03.011