The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
| Year of publication: |
2006
|
|---|---|
| Authors: | Chiarella, Carl ; Hsiao, Chih-Ying |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 28.2006, 2, p. 113-137
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | asset allocation | stochastic optimal control | short sale constraints | inflation risk | Markov chain approximation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005674126