Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Esti Van Wyk de Vries; Rangan Gupta; Reneé Van Eyden
| Year of publication: |
2014
|
|---|---|
| Authors: | Van Wyk de Vries, Esti ; Gupta, Rangan ; Van Eyden, Reneé |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 4, p. 744-775
|
| Subject: | intertemporal hedging demand | multi-period portfolio choice | return predictability | South Africa | portfolio allocation | financial markents | Portfolio-Management | Portfolio selection | Hedging | Südafrika | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Prognoseverfahren | Forecasting model |
| 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/10010415874