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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai - In: Journal of economic dynamics & control 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 121 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013394035