| Original language | English |
|---|---|
| Publication date | 2005 |
| Publication status | Published - 2005 |
| Event | 33rd Annual Meeting of the European Finance Association (EFA 2006) - Zurich, Switzerland Duration: 23 Aug 2006 → 26 Aug 2006 Conference number: 33 |
Conference
| Conference | 33rd Annual Meeting of the European Finance Association (EFA 2006) |
|---|---|
| Number | 33 |
| Country | Switzerland |
| City | Zurich |
| Period | 23/08/2006 → 26/08/2006 |
Cite this
Munk, C., & Sørensen, C. (2005). Dynamic Asset Allocation with Stochastic Income and Interest Rates. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.
@conference{c1514100f8ad11db9160000ea68e967b,
title = "Dynamic Asset Allocation with Stochastic Income and Interest Rates",
keywords = "Portef{\o}ljeanalyse, Portef{\o}ljestyring, Renterisiko, Asset allocation, Hedging",
author = "Claus Munk and Carsten S{\o}rensen",
note = "Sider: 52; null ; Conference date: 23-08-2006 Through 26-08-2006",
year = "2005",
language = "English",
}
Munk, C & Sørensen, C 2005, 'Dynamic Asset Allocation with Stochastic Income and Interest Rates' Paper presented at, Zurich, Switzerland, 23/08/2006 - 26/08/2006, .
Dynamic Asset Allocation with Stochastic Income and Interest Rates. / Munk, Claus; Sørensen, Carsten.
2005. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.Research output: Contribution to conference › Paper › Research
TY - CONF
T1 - Dynamic Asset Allocation with Stochastic Income and Interest Rates
AU - Munk, Claus
AU - Sørensen, Carsten
N1 - Sider: 52
PY - 2005
Y1 - 2005
KW - Porteføljeanalyse
KW - Porteføljestyring
KW - Renterisiko
KW - Asset allocation
KW - Hedging
M3 - Paper
ER -
Munk C, Sørensen C. Dynamic Asset Allocation with Stochastic Income and Interest Rates. 2005. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.