Optimal asset allocation with fixed-term securities
Year of publication: |
May 2016
|
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Authors: | Desmettre, Sascha ; Seifried, Frank Thomas |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 66.2016, p. 1-19
|
Subject: | Optimal portfolio | Fixed-term investment | Bank deposit | Closed-end security | Martingale method | Theorie | Theory | Portfolio-Management | Portfolio selection | Investmentbank | Investment bank | Einlagengeschäft | Deposit banking | Martingal | Martingale | Kapitalanlage | Financial investment |
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