A theory of bond portfolios
Year of publication: |
2005
|
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Authors: | Ekeland, Ivar ; Taflin, Erik |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Bond portfolios | optimal portfolios | utility optimization | Roll-overs | Hilbert space valued processes |
Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in The Annals of Applied Probability, 2005, Vol. 15, no. 2. pp. 1260-1305.Length: 45 pages |
Classification: | G11 - Portfolio Choice |
Source: |
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Ekeland, Ivar, (2005)
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