Asset Allocation with Regime-Switching: Discrete-Time Case
Year of publication: |
2004
|
---|---|
Authors: | Cheung, K.C. ; Yang, H. |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 34.2004, 1, p. 99-112
|
Saved in:
Saved in favorites
Similar items by person
-
Borch’s Theorem from the perspective of comonotonicity
Cheung, K.C., (2014)
-
The effectiveness of non-executive directors in chinese state owned enterprises
Kakabadse, N., (2010)
-
Study into key problems in forecasting export containers in a region of China
Han, B.M., (2002)
- More ...