Portfolio selection in stochastic environments
Year of publication: |
2007
|
---|---|
Authors: | Liu, Jun |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 1, p. 1-39
|
Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Aktie | Share | Zinsstruktur | Yield curve | Volatilität | Volatility | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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