Mean-variance principle of managing cointegrated risky assets and random liabilities
Mei Choi Chiu; Hoi Ying Wong
| Year of publication: |
2013
|
|---|---|
| Authors: | Chiu, Mei Choi ; Wong, Hoi Ying |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 1, p. 98-106
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Risiko | Risk |
| 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/10009720178