共 50 条
- [31] Optimal strategies for government securities portfolio management taking into account propensity to risk Journal of Computer and Systems Sciences International, 2006, 45 : 738 - 743
- [34] Portfolio frontier with different interest rates for borrowing and lending PORTFOLIO SELECTION AND ASSET PRICING, 2002, 514 : 73 - 104
- [35] On optimal portfolio choice under stochastic interest rates JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2001, 25 (11): : 1841 - 1865
- [37] The Determinants of Brazilian Interest Rates for Government Bonds SISTEMAS & GESTAO, 2011, 6 (02): : 146 - 166