Dynamic mean-variance portfolio selection with borrowing constraint
Chenpeng Fu; Ali Lari-Lavassani; Xun Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Fu, Chenpeng ; Lari-Lavassani, Ali ; Li, Xun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 200.2009/10, 1 (1.1.), p. 312-319
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint | Unvollkommener Markt | Incomplete market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003895181