Elasticity approach to portfolio optimization
Year of publication: |
2003
|
---|---|
Authors: | Kraft, Holger |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 58.2003, 1, p. 159-182
|
Publisher: |
Springer |
Subject: | Optimal portfolios | Elasticity | Derivatives | Stochastic interest rates | Duration |
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