Long-term versus short-term contingencies in asset allocation
Mahmoud Botshekan and André Lucas
| Year of publication: |
October 2017
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|---|---|
| Authors: | Botshekan, Mahmoud ; Lucas, André |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 5, p. 2277-2303
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| Subject: | Lagrange-Kuhn-Tucker multipliers | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S002210901700059X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011929004