Dynamic Asset Allocation with Stochastic Income and Interest Rates

Research output: Contribution to conference › Paper › Research

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	33rd Annual Meeting of the European Finance Association (EFA 2006)
Number	33
Country	Switzerland
City	Zurich
Period	23/08/2006 → 26/08/2006

Access to Document

@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",

}