Title of article
On optimal portfolio choice under stochastic interest rates
Author/Authors
Abraham Lioui، نويسنده , , Patrice Poncet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
25
From page
1841
To page
1865
Keywords
Financial futures , Marketprice of risk , Interest rate risk , Portfolio choice theory , Hedging
Journal title
Journal of Economic Dynamics and Control
Serial Year
2001
Journal title
Journal of Economic Dynamics and Control
Record number
238001
Link To Document