Bond Portfolio Optimization
1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant or...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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| Series: | Lecture Notes in Economics and Mathematical Systems,
605 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
