Portfolio Optimization and Mortgage Choice-Reference-Cited by-同舟云学术

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Portfolio Optimization and Mortgage Choice

Published:2017-01-03 Issue:1 Volume:10 Page:1
ISSN:1911-8074
Container-title:Journal of Risk and Financial Management
language:en
Short-container-title:JRFM

Author:

Nordfang Maj-Britt,Steffensen Mogens^ORCID

Funder

Det Strategiske Forskningsråd

Publisher

MDPI AG

Link

http://www.mdpi.com/1911-8074/10/1/1/pdf

Reference25 articles.

1. A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates

2. Optimal consumption and investment strategies with stochastic interest rates

3. OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED

4. Optimal Housing, Consumption, and Investment Decisions over the Life Cycle

5. Household Risk Management and Optimal Mortgage Choice

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS;International Journal of Theoretical and Applied Finance;2022-03-21

2. Forecasting volatility in bitcoin market;Annals of Finance;2020-06-03

3. What Should You Pay to Cap your ARM?—A Note on Capped Adjustable Rate Mortgages;International Journal of Financial Studies;2017-03-06

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