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Dynamic models for fixed-income portfolio management under uncertainty

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Author Info
Zenios, Stavros A.
Holmer, Martin R.
McKendall, Raymond
Vassiadou-Zeniou, Christiana
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V85-3VW2X45-1/2/094ed89cedcf0c0c7c68557590b644ae
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 22 (1998)
Issue (Month): 10 (August)
Pages: 1517-1541
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Handle: RePEc:eee:dyncon:v:22:y:1998:i:10:p:1517-1541

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  1. Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance 0310007, EconWPA. [Downloadable!]
  2. A.H. Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," WO Research Memoranda (discontinued) 728, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
  3. Vladislav Kargin, 2002. "On Bond Portfolio Management," Quantitative Finance Papers math/0208130, arXiv.org, revised Mar 2003. [Downloadable!]
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This page was last updated on 2010-1-1.

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