Optimal portfolio strategy with discounted stochastic cash inflows
Year of publication: |
2013
|
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Authors: | Nkeki, Charles I. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 130-137
|
Subject: | Optimal Portfolio | Stochastic Cash Inflows | Inflation-Linked Bond | Variational Form | Intertemporal Hedging Terms | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedging | Stochastischer Prozess | Stochastic process |
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