Portfolio optimization and mortgage choice
Year of publication: |
March 2017
|
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Authors: | Nordfang, Maj-Britt ; Steffensen, Mogens |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 10.2017, 1, p. 1-23
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Subject: | optimal mortgage choice | stochastic control theory | stochastic interest rate | Hypothek | Mortgage | Portfolio-Management | Portfolio selection | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm10010001 [DOI] hdl:10419/178582 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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