Bond Portfolio Optimization

Released on by Michael Puhle
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  • Bond Portfolio Optimization Book Detail

  • Author : Michael Puhle
  • Release Date : 2008-01-08
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 143
  • ISBN 13 : 354076593X
  • File Size : 70,70 MB
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Bond Portfolio Optimization by Michael Puhle PDF Summary

Book 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.

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