A theory of bond portfolios

Date
2005Link to item file
http://projecteuclid.org/euclid.aoap/1115137975Dewey
Probabilités et mathématiques appliquéesSujet
Bond portfolios; optimal portfolios; utility optimization; Roll-overs; Hilbert space valued processesJEL code
G11Journal issue
The Annals of Applied ProbabilityVolume
15Number
2Publication date
2005Article pages
1260-1305Publisher
Institute of Mathematical StatisticsCollections
Metadata
Show full item recordAuthor
Ekeland, Ivar
Taflin, Erik