Dynamic asset allocation and latent variables
by Carsten Sørensen and Anders Bjerre Trolle
| Year of publication: |
Dec. 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Sørensen, Carsten (contributor) ; Bjerre Trolle, Anders (contributor) |
| Institutions: | Institut for Finansiering <Frederiksberg> (contributor) |
| Publisher: |
Frederiksberg, Denmark : Department of Finance, Copenhagen Business School |
| Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model |
| Extent: | Online-Ressource, 48 p., text ill |
|---|---|
| Series: | Working paper / Institut for Finansiering, Handelshøjskolen i København. - Frederiksberg, ZDB-ID 2822202-7. - Vol. 2004,8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| ISBN: | 87-90705-87-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002481961