---
title: Optimal Bonds Portfolio P-world
url: https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-7-p-875-888/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:quantf:v:24:y:2024:i:7:p:875-888
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2356232%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A7%3Ap%3A875-888
featured: 2024-08-15
citations: unknown
topic: Portfolio & Allocation
---


# Optimal Bonds Portfolio P-world

The research establishes arbitrage-free conditions for a parametric yield curve in the P-world and presents a bonds-portfolio optimization as a stochastic control problem.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2356232%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A7%3Ap%3A875-888
- Identifier: RePEc:taf:quantf:v:24:y:2024:i:7:p:875-888
- Released: 2024-08-15
- First featured: Quant Letter No. 61 (2024-08-15): https://www.ml-quant.com/issues/2024-08-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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