Dynamic asset allocation under stochastic interest rate and jump events
碩士 === 國立暨南國際大學 === 財務金融學系 === 94 === This paper discusses a dynamic asset allocation under considering stochastic interest rate and jump events. Comparing with a traditional three-kind-assets model, we specify the model to be a multi-assets model. The investment instruments of portfolio not only co...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68709452046140339601 |