Optimal multi-period consumption and investment with short-sale constraints
Yakup Eser Arısoy; Aslıhan Altay-Salih; Mustafa Ç Pınar
| Year of publication: |
2014
|
|---|---|
| Authors: | Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Pınar, Mustafa Ç |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 1, p. 16-24
|
| Subject: | Options | Optimization | Short-sales | Consumption-based CAPM | CAPM | Konsumtheorie | Consumption theory | Leerverkauf | Short selling | Portfolio-Management | Portfolio selection |
| 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/10010393634