Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Jun Liu; Francis A. Longstaff
| Year of publication: |
2004
|
|---|---|
| Authors: | Liu, Jun ; Longstaff, Francis A. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 17.2004, 3, p. 611-642
|
| Subject: | Portfolio-Management | Portfolio selection | Arbitrage | Kreditsicherung | Collateral | 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/10002148881