Optimal Investment and Asymmetric Risk for a Large Portfolio: A Large Deviations Approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Satchell, Stephen ; Knight, John ; Chu, Ba |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004981080