More on Optimal Portfolio Choice Under Stochastic Interest Rates

More on Optimal Portfolio Choice Under Stochastic Interest Rates
Author :
Publisher :
Total Pages : 52
Release :
ISBN-10 : OCLC:468146936
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis More on Optimal Portfolio Choice Under Stochastic Interest Rates by : Abraham Lioui

Download or read book More on Optimal Portfolio Choice Under Stochastic Interest Rates written by Abraham Lioui and published by . This book was released on 1998 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:


More on Optimal Portfolio Choice Under Stochastic Interest Rates Related Books

More on Optimal Portfolio Choice Under Stochastic Interest Rates
Language: en
Pages: 52

More on Optimal Portfolio Choice Under Stochastic Interest Rates

Authors: Abraham Lioui
Categories:
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

On Optimal Portfolio Choice Under Stochastic Interest Rates
Language: en
Pages:

On Optimal Portfolio Choice Under Stochastic Interest Rates

Authors: Abraham Lioui
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

In an economy where interest rates and stock price changes follow fairly general stochastic processes, we analyse the portfolio problem of an expected utility i
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
Language: en
Pages: 178

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

Authors: Holger Kraft
Categories: Business & Economics
Type: BOOK - Published: 2012-08-27 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with sto
Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability
Language: en
Pages: 35

Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability

Authors: Marcos Escobar
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

The problem of optimal wealth allocation is solved under the assumptions that interest rates are stochastic and stock returns are predictable with observed and
Modeling, Stochastic Control, Optimization, and Applications
Language: en
Pages: 599

Modeling, Stochastic Control, Optimization, and Applications

Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2019-07-16 - Publisher: Springer

DOWNLOAD EBOOK

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t