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Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model

Crossref DOI link: https://doi.org/10.1007/s10690-023-09401-2

Published Online: 2023-03-23

Published Print: 2023-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Shimai, Yoshiyuki https://orcid.org/0000-0002-7621-1053
Makimoto, Naoki
Funding

Funding for this research was provided by:

JSPS KAKENHI (Grant Number JP19K04899)
License Information

Text and Data Mining valid from 2023-03-23

Version of Record valid from 2023-03-23
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Article History

Accepted: 27 February 2023

First Online: 23 March 2023