مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal consumption and investment strategies with stochastic interest rates

Title of article :

Optimal consumption and investment strategies with stochastic interest rates

Author/Authors :

Claus Munk، نويسنده , , Carsten S?rensen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1987

To page :

2013

Keywords :

Hedging , Dynamic asset allocation , Term structure of interest rates

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193631

Link To Document :