Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest rates and portfolio problems with defaultable assets. The starting point for my research was the paper "A stochastic control ap­ proach to portfolio problems with stochastic interest rates" (jointly with Ralf Korn), in whic...