Udvidet returret til d. 31. januar 2025

Bond Portfolio Optimization - Michael Puhle - Bog

Bag om Bond Portfolio Optimization

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540765929
  • Indbinding:
  • Paperback
  • Sideantal:
  • 140
  • Udgivet:
  • 4. januar 2008
  • Udgave:
  • 2008
  • Størrelse:
  • 235x155x10 mm.
  • Vægt:
  • 248 g.
  • 8-11 hverdage.
  • 11. december 2024
Forlænget returret til d. 31. januar 2025

Normalpris

  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Bond Portfolio Optimization

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.

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