Multiperiod portfolio optimization and the value of risk information
Thomas F. Cargill and Robert A. Meyer
| Year of publication: |
1987
|
|---|---|
| Authors: | Cargill, Thomas F. |
| Other Persons: | Meyer, Robert A. (contributor) |
| Published in: |
Advances in financial planning and forecasting. - Amsterdam [u.a.] : JAI/Elsevier, ISSN 1046-5847, ZDB-ID 633843-4. - Vol. 2.1987, p. 245-267
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| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Informationsökonomik | Economics of information | Kapitaleinkommen | Capital income | USA | United States | 1947-1975 |
| 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/10001110085