Portfolio Optimization and Mortgage Choice

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Standard

Portfolio Optimization and Mortgage Choice. / Nordfang, Maj-Britt; Steffensen, Mogens.

I: Journal of Risk and Financial Management, Bind 10, Nr. 1, 1, 03.2017.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Nordfang, M-B & Steffensen, M 2017, 'Portfolio Optimization and Mortgage Choice', Journal of Risk and Financial Management, bind 10, nr. 1, 1. https://doi.org/10.3390/jrfm10010001

APA

Nordfang, M-B., & Steffensen, M. (2017). Portfolio Optimization and Mortgage Choice. Journal of Risk and Financial Management, 10(1), [1]. https://doi.org/10.3390/jrfm10010001

Vancouver

Nordfang M-B, Steffensen M. Portfolio Optimization and Mortgage Choice. Journal of Risk and Financial Management. 2017 mar.;10(1). 1. https://doi.org/10.3390/jrfm10010001

Author

Nordfang, Maj-Britt ; Steffensen, Mogens. / Portfolio Optimization and Mortgage Choice. I: Journal of Risk and Financial Management. 2017 ; Bind 10, Nr. 1.

Bibtex

@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 = "1911-8066",
publisher = "MDPI",
number = "1",

}

RIS

TY - JOUR

T1 - Portfolio Optimization and Mortgage Choice

AU - Nordfang, Maj-Britt

AU - Steffensen, Mogens

PY - 2017/3

Y1 - 2017/3

KW - optimal mortgage choice

KW - stochastic control theory

KW - stochastic interest rate

U2 - 10.3390/jrfm10010001

DO - 10.3390/jrfm10010001

M3 - Journal article

VL - 10

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

SN - 1911-8066

IS - 1

M1 - 1

ER -

ID: 182620738