Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems, 605)
Language: English
Published by Springer, 2008
- Softcover
- New
Seller: California Books, Miami, FL, U.S.A.California Books
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- Title
- Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems, 605)
- Author
- Puhle, Michael
- Publisher
- Springer
- Publication year
- 2008
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540765921
- ISBN 13
- 9783540765929
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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California Books
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