Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Year of publication: |
2005
|
---|---|
Authors: | Bielecki, Tomasz R. ; Pliska, Stanley R. ; Yong, Jiongmin |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 7, p. 871-914
|
Subject: | Investitionsentscheidung | Investment decision | Portfolio-Management | Portfolio selection | Anleihe | Bond | Theorie | Theory |
-
Becker, Bo, (2021)
-
Tiwari, Aviral Kumar, (2021)
-
Bonds with benefits : impact investing in corporate debt
Vladimirova, Desislava, (2024)
- More ...
-
OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND
BIELECKI, TOMASZ R., (2005)
-
Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R., (2004)
-
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R., (2005)
- More ...