Description

TITLE Bond Portfolio Optimization / Michael Puhle.
PUBLISHER/YEAR New York
Springer
2008
ISBN 9783540765929

Copies

Location Address Count Shelf Status
Tirgus operāciju pārvalde 15 1 On a shelf Available to order

Annotation


The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered

Contact information

Any questions? Write us

Help

Follow us

Links