Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securities
Year of publication: |
2003
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Authors: | Apreda, Rodolfo |
Publisher: |
Buenos Aires : Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA) |
Subject: | Portfolio-Management | Plain Separation Portfolios | Enlarged Separation Portfolios | Synthetics | Portfolios | Arbitrage Portfolios |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 361573383 [GVK] hdl:10419/84267 [Handle] RePEc:cem:doctra:233 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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