@ . Dynamic Bond Portfolio Optimization in Continuous Time 85 .. () also propagate using modern portfolio theory for bond. Bond Portfolio Optimization by Michael Puhle, , available at Book Depository with free delivery worldwide. 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.

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Home Contact Us Help Free delivery worldwide. Description The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the optimixation with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.


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Bond Portfolio Optimization

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