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Bond Portfolio Optimization Michael Puhle

Bond Portfolio Optimization By Michael Puhle

Bond Portfolio Optimization by Michael Puhle


$189.89
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Summary

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.

Bond Portfolio Optimization Summary

Bond Portfolio Optimization by Michael Puhle

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.

Table of Contents

Bond Market Terminology.- Term Structure Modeling in Continuous Time.- Static Bond Portfolio Optimization.- Dynamic Bond Portfolio Optimization in Continuous Time.- Summary and Conclusion.

Additional information

NLS9783540765929
9783540765929
3540765921
Bond Portfolio Optimization by Michael Puhle
New
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
2008-01-04
140
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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