Portfolio optimization with early announced discrete dividends
Year of publication: |
September 2018
|
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Authors: | Desmettre, Sascha ; Grün, Sarah ; Korn, Ralf |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 46.2018, 5, p. 548-552
|
Subject: | Discrete dividends | Optimal portfolios | Early announcement | Portfolio-Management | Portfolio selection | Dividende | Dividend | Ankündigungseffekt | Announcement effect | Theorie | Theory |
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