Optimal trading strategies and risk in the government bond market : two essays in financial economics
The two main questions arising from the problem of optimal bond portfolio management concern the formulation of an optimal trading rule and the specification of an appropriate dynamic risk measure in which to express portfolio objectives. We study these questions in two related essays: (l) a theoret...
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| Language: | English |
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University of British Columbia
2010
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| Online Access: | http://hdl.handle.net/2429/28846 |