Asset allocation and multivariate position based trading
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economic Interaction and Coordination.
Volume (Year): 2 (2007)
Issue (Month): 2 (December)
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Web page: http://www.springer.com/economics/economic+theory/journal/11403
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D40 - Microeconomics - - Market Structure and Pricing - - - General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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