Portfolio Optimization and Mortgage Choice

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Originalsprog	Engelsk
Artikelnummer	1
Tidsskrift	Journal of Risk and Financial Management
Vol/bind	10
Udgave nummer	1
Antal sider	21
ISSN	1911-8074
DOI	https://doi.org/10.3390/jrfm10010001
Status	Udgivet - mar. 2017

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@article{e75dcd3720d3465eae3cf64d2cd61949,

title = "Portfolio Optimization and Mortgage Choice",

keywords = "optimal mortgage choice, stochastic control theory, stochastic interest rate",

author = "Maj-Britt Nordfang and Mogens Steffensen",

year = "2017",

month = mar,

doi = "10.3390/jrfm10010001",

language = "English",

volume = "10",

journal = "Journal of Risk and Financial Management",

issn = "1911-8074",

publisher = "MDPI",

number = "1",

}

TY - JOUR

T1 - Portfolio Optimization and Mortgage Choice

AU - Nordfang, Maj-Britt

AU - Steffensen, Mogens

PY - 2017/3

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KW - optimal mortgage choice

KW - stochastic control theory

KW - stochastic interest rate

U2 - 10.3390/jrfm10010001

DO - 10.3390/jrfm10010001

M3 - Journal article

SN - 1911-8074

VL - 10

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

IS - 1

M1 - 1

ER -