Bond Portfolio Optimization is popular PDF and ePub book, written by Michael Puhle in 2008-01-08, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Bond Portfolio Optimization can be Read Online from any device for your convenience.

Bond Portfolio Optimization Book PDF Summary

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.

Detail Book of Bond Portfolio Optimization PDF

Bond Portfolio Optimization
  • Author : Michael Puhle
  • Release : 08 January 2008
  • Publisher : Springer Science & Business Media
  • ISBN : 9783540765936
  • Genre : Business & Economics
  • Total Page : 143 pages
  • Language : English
  • PDF File Size : 19,6 Mb

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