Mean-variance principle of managing cointegrated risky assets and random liabilities
| 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 7207359. - Vol. 41.2013, 1, p. 98-106
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