OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING...

International Journal of Theoretical and Applied Finance 2005 / 11 Vol. 8; Iss. 7

OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND

BIELECKI, TOMASZ R., PLISKA, STANLEY, YONG, JIONGMIN
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Volume:
8
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024905003335
Date:
November, 2005
File:
PDF, 474 KB
english, 2005
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