Optimal portfolio choice in the bond market
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Volume (Year): 10 (2006)
Issue (Month): 4 (December)
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References listed on IDEAS
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.
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