Portfolio selection theory with different interest rates for borrowing and lending
Year of publication: |
2004
|
---|---|
Authors: | Zhang, Shunming ; Wang, Shouyang ; Deng, Xiaotie |
Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566-X. - Vol. 28.2004, 1, p. 67-95
|
Subject: | Portfolio-Management | Portfolio selection |
-
Foundations for financial economics
Huang, Chi-fu, (1988)
-
Portfolio selection : efficient diversification of investments
Markowitz, Harry, (1991)
-
The handbook of derivative instruments : investment research, analysis, and portfolio applications
Konishi, Atsuo, (1996)
- More ...
-
Portfolio Selection Theory with Different Interest Rates for Borrowing and Leading
Zhang, Shunming, (2004)
-
Dynamic arbitrage-free asset pricing with proportional transaction costs
Deng, Xiaotie, (2000)
-
Dynamic arbitrage-free asset pricing with proportional transaction costs
Deng, Xiaotie, (2000)
- More ...