Optimal portfolio choices of commodity options in incomplete markets : a simulation analysis
Avner Wolf and Jack Clark Francis
| Year of publication: |
1991
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|---|---|
| Authors: | Wolf, Avner S. |
| Other Persons: | Francis, Jack Clark (contributor) |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 1.1991, p. 165-196
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| Subject: | Portfolio-Management | Portfolio selection | Warenbörse | Commodity exchange | Simulation | 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/10001112395