Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

Claus Munk, Carsten Sørensen

Research output: Working paperResearch

Original languageEnglish
Place of PublicationOdense
Number of pages20
Publication statusPublished - 1999

Cite this

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title = "Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates",
keywords = "Renter, Investeringsplanl{\ae}gning",
author = "Claus Munk and Carsten S{\o}rensen",
note = "Opstilling: 658.152 mun L{\o}be nr.: 999161",
year = "1999",
language = "English",
type = "WorkingPaper",

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T1 - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

AU - Munk, Claus

AU - Sørensen, Carsten

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PY - 1999

Y1 - 1999

KW - Renter

KW - Investeringsplanlægning

M3 - Working paper

BT - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

CY - Odense

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