Bond Portfolio Optimization
Author:   Michael Puhle
Publisher:   Springer
ISBN:  

9783540845713


Pages:   156
Publication Date:   12 August 2008
Format:   Undefined
Availability:   Out of stock   Availability explained


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Bond Portfolio Optimization


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Overview

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.

Full Product Details

Author:   Michael Puhle
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 23.40cm , Height: 0.80cm , Length: 15.60cm
Weight:   0.227kg
ISBN:  

9783540845713


ISBN 10:   3540845712
Pages:   156
Publication Date:   12 August 2008
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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