Liquidity and Conditional Portfolio Choice : A Nonparametric Investigation
Year of publication: |
2012
|
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Authors: | Ghysels, Eric ; Pereira, João Pedro |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Liquiditätspräferenz | Liquidity preference |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.402340 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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