Dynamic asset allocation with forwards and futures
by Abraham Lioui and Patrice Poncet
| Year of publication: |
c 2005
|
|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Publisher: |
New York, NY : Springer |
| Subject: | CAPM | Kapitalanlage | Financial investment | Hedging | Portfolio-Management | Portfolio selection | Futures | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Capital-Asset-Pricing-Modell | Forward-Kontrakt | Termingeschäft |
| Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [deposit.dnb.de] ; Description [loc.gov] |
| Extent: | XVII, 263 S graph. Darst 25 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included |
| Language: | English |
| Notes: | Includes bibliographical references (p. 252-260) and index |
| ISBN: | 0-387-24107-8 ; 0-387-24106-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002467433