Stochastic simulation of international economic variables and asset returns : the Falcon asset model
M. A. H. Dempster and A. E. Thorlacius
| Year of publication: |
1998
|
|---|---|
| Authors: | Dempster, Michael A. H. ; Thorlacius, A. Eric |
| Publisher: |
Cambridge : Judge Institute of Management Studies, Univ. of Cambridge |
| Subject: | Wertpapieranlage | Rentabilitätsrechnung | Simulation | Stochastisches Modell |
| Extent: | 14 S. |
|---|---|
| Series: | Research papers in management studies. - Cambridge. - Vol. 98,24 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004340043