---
title: Dynamic Bond Portfolio Optimization
url: https://www.ml-quant.com/papers/repec/kap-apfinm-v-30-y-2023-i-4-d-10-1007-s10690-023-09401-2/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09401-2
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10690-023-09401-2%3Bh%3Drepec%3Akap%3Aapfinm%3Av%3A30%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1007_s10690-023-09401-2
featured: 2023-10-18
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10690-023-09401-2%3Bh%3Drepec%3Akap%3Aapfinm%3Av%3A30%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1007_s10690-023-09401-2
- Identifier: RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09401-2
- Released: 2023-10-18
- First featured: Quant Letter No. 22 (2023-10-18): https://www.ml-quant.com/issues/2023-10-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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