Dynamic asset allocation with forwards and futures
by Abraham Lioui and Patrice Poncet
| Year of publication: |
2005
|
|---|---|
| Authors: | Lioui, Abraham |
| Other Persons: | Poncet, Patrice (contributor) |
| 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 [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [deposit.dnb.de] ; Description [loc.gov] |
Erscheint auch als (Online-Ausgabe):
Lioui, Abraham. Dynamic Asset Allocation with Forwards and Futures. - Boston, MA : Springer Science+Business Media, Inc, 2005. - Online-Ressource (XVIII, 263 p, digital)
Persistent link: https://www.econbiz.de/10013487344