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Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems): 605 - Tapa blanda

Puhle, Michael

 
9783540765929: Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems): 605

Sinopsis

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.

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Reseña del editor

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.

"Sobre este título" puede pertenecer a otra edición de este libro.