Dynamic Asset Allocation with Forwards and Futures

by Abraham Lioui, Patrice Poncet

This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators

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Year of publication:	2005
Other Persons:	Lioui, Abraham (contributor) ; Poncet, Patrice (contributor)
Publisher:	Boston, MA : Springer Science+Business Media, Inc
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] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de]