Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal Bond Portfolios   We aim to construct a general framework for portfolio management in
continuous time, encompassing both stocks and bonds. In these lecture notes we
give an overview of the state of the art of optimal bond portfolios and we
re-visit main results and mathematical constructions introduced in our previous
publications (Ann. Appl. Probab. \textbf{15}, 1260--1305 (2005) and Fin. Stoch.
{\bf9}, 429--452 (2005)).
  A solution of the optimal bond portfolio problem is given for general utility
functions and volatility operator processes, provided that the market price of
risk process has certain Malliavin differentiability properties or is finite
dimensional.
  The text is essentially self-contained.

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The categories of this paper are: solv-int
4
The categories of this paper are: cond-mat
37
The categories of this paper are: supr-con
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
20
The categories of this paper are: acc-phys
6
The categories of this paper are: astro-ph
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg