Linked Data Explorerhttp://worldcat.org/entity/work/id/116106143
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. Both single-period and continuous-time bond portfolio optimization problems are considered.
Open All Close All
http://schema.org/about
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/optimaliseren
- http://id.worldcat.org/fast/1012099
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/dissertation_thesis
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/bonds
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/anleihe_portfolio_management_zinsstruktur_theorie
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/portfolio_management
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/theorie
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/optimierung
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/zinsstruktur
- http://id.worldcat.org/fast/826867
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/operations_research_decision_theory
- http://id.loc.gov/authorities/subjects/sh2008109870
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/electronic_books
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/optimisation_mathematique
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/staatsanleihe
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/obligations_valeurs
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/finance_banking
- http://id.loc.gov/authorities/subjects/sh85082127
- http://id.loc.gov/authorities/subjects/sh85095020
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/gestion_de_portefeuille
- http://id.loc.gov/authorities/subjects/sh85040850
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/impot_sur_les_obligations_valeurs_mobilieres_etc
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/economics_management_science
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/affaires
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/science_economique
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/anleihe
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/business_&_economics_investments_&_securities_bonds
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/obligaties
- http://id.worldcat.org/fast/924349
- http://id.worldcat.org/fast/1046387
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/quantitative_finance
- http://id.worldcat.org/fast/835887
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/finanzmathematik
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/banks_and_banking
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/portafoglio_gestione
- http://id.loc.gov/authorities/subjects/sh85048256
- http://id.worldcat.org/fast/1072072
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/economie_de_l_entreprise
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/portfolio_theorie
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/staatsanleihe_portfolio_selection
- http://id.worldcat.org/fast/902116
- http://id.loc.gov/authorities/subjects/sh85011609
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/ottimizzazione_matematica
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/finance
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/portfolio_selection
- http://id.loc.gov/authorities/subjects/sh85105080
- http://id.loc.gov/authorities/subjects/sh85015509
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/mathematical_optimization
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/economics
- http://id.worldcat.org/fast/1072082
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/portfolio_management_mathematical_models
- http://experiment.worldcat.org/entity/work/data/116106143#Topic/optimization
http://schema.org/description
- "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."@en
http://schema.org/genre
- "Ressources Internet"
- "Electronic books"
- "Electronic books"@en
- "Elektronisches Buch"
http://schema.org/workExample
- http://www.worldcat.org/oclc/480622533
- http://www.worldcat.org/oclc/494124198
- http://www.worldcat.org/oclc/885150222
- http://www.worldcat.org/oclc/422732651
- http://www.worldcat.org/oclc/485594368
- http://www.worldcat.org/oclc/254586338
- http://www.worldcat.org/oclc/799918482
- http://www.worldcat.org/oclc/723169880
- http://www.worldcat.org/oclc/740937976
- http://www.worldcat.org/oclc/437205668
- http://www.worldcat.org/oclc/233973681
- http://www.worldcat.org/oclc/300259132
- http://www.worldcat.org/oclc/783430966
- http://www.worldcat.org/oclc/511684318
- http://www.worldcat.org/oclc/874469737
- http://www.worldcat.org/oclc/180479133