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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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 156 pp. Englisch. Seller Inventory # 9783540765929
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Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasThe 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, exam. Seller Inventory # 6602718
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Seller: Books Puddle, Woodside, NY, U.S.A.
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