A class of multi-period semi-variance portfolio selection with a four-factor futures price model

✍ Scribed by Wei Yan; Shurong Li

• Publisher: Springer-Verlag
• Year: 2008
• Tongue: English
• Weight: 438 KB
• Volume: 29
• Category: Article
• ISSN: 1598-5865
• DOI: 10.1007/s12190-008-0086-8