Optimal Portfolios with Stochastic Short Rate : Pitfalls When the Short Rate is Non-Gaussian or the Market Price
Year of publication: |
2009
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Authors: | Kraft, Holger |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 6, pp. 767-796, 2009 Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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