Optimal asset allocation with fixed-term securities
Sascha Desmettre, Frank Thomas Seifried
| Year of publication: |
May 2016
|
|---|---|
| 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
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| Subject: | Optimal portfolio | Fixed-term investment | Bank deposit | Closed-end security | Martingale method | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentbank | Investment bank | Wertpapier | Securities | Einlagengeschäft | Deposit banking | Kapitaleinkommen | Capital income | Befristete Beschäftigung | Temporary employment | Kapitalanlage | Financial investment | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708349