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~person:"Deguest, Romain"
~subject:"CAPM"
~subject:"Theory"
~subject:"Welt"
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Deguest, Romain
Martellini, Lionel
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of fixed income
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ECONIS (ZBW)
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Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
2
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
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