✦ LIBER ✦
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control
✍ Scribed by Zhiping Chen
- Publisher
- Springer
- Year
- 2005
- Tongue
- German
- Weight
- 188 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0171-6468
No coin nor oath required. For personal study only.