Time-varying margin requirements and optimal portfolio choice
Year of publication: |
April 2016
|
---|---|
Authors: | Ryčkov, Oleg |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 51.2016, 2, p. 655-683
|
Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection | Theorie | Theory | Welt | World |
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