Blar i UiS Brage på forfatter "Anda, Eli Aas"
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What is the optimal maturity for bonds in a given risk/non-risk portfolio?
Anda, Eli Aas (Masteroppgave/UIS-SV-HH/2014;, Master thesis, 2014-06-16)The paper analyzes whether there is an optimal maturity for bonds given a set stock/bond portfolio. Mean-variance optimization has been used to combine a portfolio consisting of a given asset allocation of stocks and a ...