An evaluation of some popular investment strategies under stochastic interest rates
Year of publication: |
2013
|
---|---|
Authors: | Kung, James J. ; Wu, E-Ching |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 94.2013, C, p. 96-108
|
Publisher: |
Elsevier |
Subject: | Investment strategies | Inefficiency amount | Investment horizon | Interest rate models | Monte Carlo simulation |
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