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
Keywords :
Financial futures , Marketprice of risk , Interest rate risk , Portfolio choice theory , Hedging
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
