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Auteur principal: Kargin, Vladislav
Format: Preprint
Publié: 2002
Sujets:
Accès en ligne:https://arxiv.org/abs/math/0208130
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author Kargin, Vladislav
author_facet Kargin, Vladislav
contents This paper describes a new method of bond portfolio optimization based on stochastic string models of correlation structure in bond returns. The paper shows how to approximate correlation function of bond returns, compute the optimal portfolio allocation using Wiener-Hopf factorization, and check whether a collection of bonds presents arbitrage opportunities.
format Preprint
id arxiv_https___arxiv_org_abs_math_0208130
institution arXiv
publishDate 2002
record_format arxiv
spellingShingle On Bond Portfolio Management
Kargin, Vladislav
Optimization and Control
Numerical Analysis
Portfolio Management
This paper describes a new method of bond portfolio optimization based on stochastic string models of correlation structure in bond returns. The paper shows how to approximate correlation function of bond returns, compute the optimal portfolio allocation using Wiener-Hopf factorization, and check whether a collection of bonds presents arbitrage opportunities.
title On Bond Portfolio Management
topic Optimization and Control
Numerical Analysis
Portfolio Management
url https://arxiv.org/abs/math/0208130