CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS

✍ Scribed by Jér^me Detemple; Marcel Rindisbacher

• Book ID: 111043023
• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 293 KB
• Volume: 15
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.2005.00250.x