A Factor Allocation Approach to Optimal Bond Portfolio
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Volume (Year): 14 (2007)
Issue (Month): 4 (December)
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- Korn, Olaf & Koziol, Christian, 2006. "Bond portfolio optimization: A risk-return approach," CFR Working Papers 06-03, University of Cologne, Centre for Financial Research (CFR).
- Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2003. "Dynamic Optimality of Yield Curve Strategies-super-," International Review of Finance, International Review of Finance Ltd., vol. 4(1-2), pages 49-78.
- Jun Liu, 2007. "Portfolio Selection in Stochastic Environments," Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 1-39, January. Full references (including those not matched with items on IDEAS)
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