• 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 ...