Margin requirements and portfolio optimization : a geometric appoach
Sheng Guo
| Year of publication: |
2014
|
|---|---|
| Authors: | Sheng, Guo |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 3, p. 191-204
|
| Subject: | portfolio optimization | margin | collateral | borrowing constraint | mean-variance | efficient frontier | asset allocation | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditsicherung | Collateral | Kapitaleinkommen | Capital income | Liquiditätsbeschränkung | Liquidity constraint |
| 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/10010416134