Title:

Dynamic Bond Portfolio Choice in a Model with Gaussian Diffusion Regimes

Author:

João Libório (ISCTE - Instituto Universitário de Lisboa)

Journal:

European Journal Of Finance

Year:

2005

Volume:

11

Pages:

259-270

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G11 - Portfolio Choice; Investment Decisions