Dynamic asset allocation with forwards and futures
by Abraham Lioui and Patrice Poncet
| Year of publication: |
2005
|
|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Publisher: |
New York, NY : Springer |
| Subject: | Forward-Kontrakt | Financial Futures | Capital-Asset-Pricing-Modell | Portfolio Selection | Hedging | Dynamische Optimierung |
| Description of contents: | Description [digitool.hbz-nrw.de] |
| Extent: | XVII, 263 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-387-24107-8 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004825977