Mean–variance portfolio selection of cointegrated assets
Mei Choi Chiu; Hoi Ying Wong
| Year of publication: |
2011
|
|---|---|
| Authors: | Chiu, Mei Choi ; Wong, Hoi Ying |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 8, p. 1369-1385
|
| Subject: | Portfolio-Management | Portfolio selection | Kointegration | Cointegration |
| 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/10009241386