The portfolio strategy and hedging : a spectrum perspective on mean-variance theory
Pao-Peng Hsu; Szu-Lang Liao
| Year of publication: |
2012
|
|---|---|
| Authors: | Hsu, Pao-peng ; Liao, Szu-Lang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 22.2012, 1, p. 129-140
|
| Subject: | Spectrum | Lead-lag relationship | Portfolio strategy | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10009618692