Portfolio allocation and borrowing constraints
Raslan Alzuabi, Sarah Brown, Daniel Gray, Mark N. Harris and Christopher Spencer
| Year of publication: |
2024
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|---|---|
| Authors: | Alzuabi, Raslan ; Brown, Sarah ; Gray, Daniel ; Harris, Mark N. ; Spencer, Christopher |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 9, p. 915-948
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| Subject: | Asset allocation | Background risk | Borrowing constraints | Fractional models | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2241528 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014548008