Apraksts

NOSAUKUMS Bond Portfolio Optimization / Michael Puhle.
IZDEVĒJS/GADS New York
Springer
2008
ISBN 9783540765929

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Fonds Adrese Skaits Plaukts Pieejamība
Tirgus operāciju pārvalde 15 1 Plauktā Var pasūtīt

Anotācija


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

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