Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Zhong-Fei Li; Kai W. Ng; Ken Seng Tan and Hailiang Yang
| Year of publication: |
2006
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|---|---|
| Authors: | Li, Zhongfei ; Ng, Kai-Wang ; Ken Seng Tan ; Yang, Hailiang |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 6, p. 951-966
|
| Subject: | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model |
| 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/10003380306