Mean-variance principle of managing cointegrated risky assets and random liabilities
Year of publication: |
2013
|
---|---|
Authors: | Chiu, Mei Choi ; Wong, Hoi Ying |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 1, p. 98-106
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kointegration | Cointegration | Risiko | Risk |
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