Optimal investment strategy under stochastic interest rates
Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
| Year of publication: |
May 2017
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|---|---|
| Authors: | Mtunya, Adeline Peter ; Ngare, Philip ; Nkansah-Gyekye, Yaw |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 2, p. 319-332
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| Subject: | Firm Investment Strategy | Interest Rates | Emerging Market Countries | Stochastic Optimal Control | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.72017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673904