Optimal consumption and investment strategies with stochastic interest rates

Journal of Banking and Finance

Volumn 28, Issue 8, 2004, Pages 1987-2013

  Munk, Claus ^a   Soørensen, Carsten ^b  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

^b Department of International Economics and Management   (Denmark)

Author keywords

Dynamic asset allocation; Hedging; Term structure of interest rates

Indexed keywords

EID: 3042696075     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.07.002     Document Type: Article

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