Optimal portfolio choice in the bond market
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 10 (2006)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 60H - - - - - -
- 60H - - - - - -
- 91B - - - - - -
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Rene Carmona & Michael Tehranchi, 2004. "A Characterization of Hedging Portfolios for Interest Rate Contingent Claims," Papers math/0407119, arXiv.org.
- Ekeland, Ivar & Taflin, Erik, 2005. "A theory of bond portfolios," Economics Papers from University Paris Dauphine 123456789/6041, Paris Dauphine University.
- Oleksii Mostovyi, 2014. "Utility maximization in the large markets," Papers 1403.6175, arXiv.org.
- Fred Espen Benth & Jukka Lempa, 2012. "Optimal portfolios in commodity futures markets," Papers 1204.2667, arXiv.org.
- Fred Benth & Jukka Lempa, 2014. "Optimal portfolios in commodity futures markets," Finance and Stochastics, Springer, vol. 18(2), pages 407-430, April.
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