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Bond Portfolio Optimization

Bond Portfolio Optimization

Michael Puhle

122,25 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2008
Materia
Finanzas
ISBN:
9783540765929
122,25 €
IVA incluido
Disponible

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Sobre IBD

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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