SIGLEAvailable from British Library Document Supply Centre-DSC:D208760 / BLDSC - British Library Document Supply CentreGBUnited Kingdo
SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:031) / BLDSC - British ...
Available from British Library Document Supply Centre-DSC:DXN051669 / BLDSC - British Library Docume...
This paper examines the impact of the joints tails of the portfolio return and its empirical volatil...
Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030369 / BLDSC - British Library D...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
In this paper we examine the effect of stochastic volatility on optimal portfolio choice in both par...
In this paper we examine the effect of stochastic volatility on optimal portfolio choice in both par...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
Two major financial market frictions are transaction costs and uncertain volatility, and we analyze ...
There are different theoretical approaches to the construction of a portfolio which offer maximum ex...
Available from British Library Document Supply Centre-DSC:DXN022317 / BLDSC - British Library Docume...
SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1215(KU-DE-WP--94/14) / BLDSC -...
Available from British Library Document Supply Centre-DSC:DXN045805 / BLDSC - British Library Docume...
Two major financial market complexities are transaction costs and uncertain volatility, and we analy...
SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:031) / BLDSC - British ...
Available from British Library Document Supply Centre-DSC:DXN051669 / BLDSC - British Library Docume...
This paper examines the impact of the joints tails of the portfolio return and its empirical volatil...
Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030369 / BLDSC - British Library D...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
In this paper we examine the effect of stochastic volatility on optimal portfolio choice in both par...
In this paper we examine the effect of stochastic volatility on optimal portfolio choice in both par...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
Two major financial market frictions are transaction costs and uncertain volatility, and we analyze ...
There are different theoretical approaches to the construction of a portfolio which offer maximum ex...
Available from British Library Document Supply Centre-DSC:DXN022317 / BLDSC - British Library Docume...
SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1215(KU-DE-WP--94/14) / BLDSC -...
Available from British Library Document Supply Centre-DSC:DXN045805 / BLDSC - British Library Docume...
Two major financial market complexities are transaction costs and uncertain volatility, and we analy...
SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:031) / BLDSC - British ...
Available from British Library Document Supply Centre-DSC:DXN051669 / BLDSC - British Library Docume...
This paper examines the impact of the joints tails of the portfolio return and its empirical volatil...