有斑点
发表于 2025-3-23 10:31:09
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ULCER
发表于 2025-3-23 17:39:26
Summary and Conclusion,dels for the selection of bond portfolios. Furthermore, we wanted to compare the optimum portfolios with bond portfolios recommended by the practice. The core of this thesis is based mainly upon Wilhelm (1992) and Korn/Kraft (2002).
自恋
发表于 2025-3-23 18:28:37
Bond Portfolio Optimization978-3-540-76593-6Series ISSN 0075-8442 Series E-ISSN 2196-9957
钉牢
发表于 2025-3-23 22:47:18
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patriot
发表于 2025-3-24 03:11:26
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pessimism
发表于 2025-3-24 07:08:11
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faucet
发表于 2025-3-24 12:27:52
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不理会
发表于 2025-3-24 16:31:10
,Die Liebe, das Leben und das Glück, frame-work in which the asset managers think about stock selection. In the fixed income market on the other hand, these tools seem irrelevant or inapplicable. Bond portfolios are nowadays mainly managed by a comparison of portfolio risk measures vis á vis a benchmark. The portfolio manager’s views
我不重要
发表于 2025-3-24 20:02:02
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tariff
发表于 2025-3-25 02:17:36
,Einleitung Was wir über die Liebe wissen, portfolio selection was first introduced by Wilhelm (1992). We show why and how the Markowitz model has to be adapted in order to be useful for the selection of bond portfolios. After deriving the adjusted portfolio selection problem, we apply it to the Vasicek and the HW2 model, we presented in Ch