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Bond Portfolio Optimization

Download or Read eBook Bond Portfolio Optimization PDF written by Michael Puhle and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 143 pages. Available in PDF, EPUB and Kindle.
Bond Portfolio Optimization
Author :
Publisher : Springer Science & Business Media
Total Pages : 143
Release :
ISBN-10 : 9783540765936
ISBN-13 : 354076593X
Rating : 4/5 (36 Downloads)

Book Synopsis Bond Portfolio Optimization by : Michael Puhle

Book excerpt: 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.


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