A portfolio-based evaluation of affine term structure models.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/BeltrattiC07
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http://dx.doi.org/doi.org%2F10.1007%2Fs10479-006-0134-4
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2007
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A portfolio-based evaluation of affine term structure models.
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193-222
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dc:
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Affine models; Dynamic optimization; Active asset allocation
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A portfolio-based evaluation of affine term structure models.
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