Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

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.


Product Details

• Series: Lecture Notes in Economics and Mathematical Systems (Book 605)
• Paperback: 140 pages
• Publisher: Springer; 2008 edition (February 13, 2008)
• Language: English
• ISBN-10: 3540765921
• ISBN-13: 978-3540765929
  

Bond Portfolio Optimization By Michael Puhle.pdf (1.24 MB, 需要: 10 个论坛币)

2015-6-26 22:04:13 上传

Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems)
需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Optimization Mathematical mathematica Mathematic Portfolio government techniques necessary structure problems

thanks .. sha fa ..

不错不错