Dynamic Bond Portfolio Optimization
The paper introduces a new framework for dynamic bond portfolio optimization over multiple periods, proving it to be more effective than single-period optimization.
Featured in No. 22 on 18 Oct 2023 · on release day
- Released
- 18 Oct 2023
- First featured
- No. 22 · 18 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 26
- Identifier
- RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09401-2
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