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    Bond Portfolio Optimization

Bond Portfolio Optimization

Michael Puhle
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      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.
      Format: Paperback / softback CONTRIBUTORS: Michael Puhle EAN: 9783540765929 COUNTRY: Germany PAGES: WEIGHT: 454 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2008-01-04 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Operations Research, MATHEMATICS / Applied WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Finance and the finance industry, Management decision making, Operational research, Optimization, Applied mathematics

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      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.
      Format: Paperback / softback CONTRIBUTORS: Michael Puhle EAN: 9783540765929 COUNTRY: Germany PAGES: WEIGHT: 454 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2008-01-04 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Operations Research, MATHEMATICS / Applied WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Finance and the finance industry, Management decision making, Operational research, Optimization, Applied mathematics

      Customer Reviews

      Be the first to write a review
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