Asset allocation and multivariate position based trading
| Year of publication: |
2007
|
|---|---|
| Authors: | Pape, Bernd |
| Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 2.2007, 2, p. 163-193
|
| Publisher: |
Springer |
| Subject: | Asset allocation | Heterogeneous agents | Multivariate price dynamics | Position based trading |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184357