Dynamic asset allocation with event risk:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2002
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9103 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 34, [7] S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV023589056 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:24Z |
| indexdate | 2024-07-09T21:25:06Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016904388 |
| oclc_num | 50618466 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 34, [7] S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Liu, Jun 1967- Verfasser (DE-588)128834811 aut Dynamic asset allocation with event risk Jun Liu ; Francis A. Longstaff ; Jun Pan Cambridge, Mass. National Bureau of Economic Research 2002 34, [7] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9103 Ökonometrisches Modell Portfolio management Econometric models Risk Longstaff, Francis A. 1956- Verfasser (DE-588)128835133 aut Pan, Jun Verfasser (DE-588)135847648 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9103 (DE-604)BV002801238 9103 http://papers.nber.org/papers/w9103.pdf kostenfrei Volltext |
| spellingShingle | Liu, Jun 1967- Longstaff, Francis A. 1956- Pan, Jun Dynamic asset allocation with event risk National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Portfolio management Econometric models Risk |
| title | Dynamic asset allocation with event risk |
| title_auth | Dynamic asset allocation with event risk |
| title_exact_search | Dynamic asset allocation with event risk |
| title_exact_search_txtP | Dynamic asset allocation with event risk |
| title_full | Dynamic asset allocation with event risk Jun Liu ; Francis A. Longstaff ; Jun Pan |
| title_fullStr | Dynamic asset allocation with event risk Jun Liu ; Francis A. Longstaff ; Jun Pan |
| title_full_unstemmed | Dynamic asset allocation with event risk Jun Liu ; Francis A. Longstaff ; Jun Pan |
| title_short | Dynamic asset allocation with event risk |
| title_sort | dynamic asset allocation with event risk |
| topic | Ökonometrisches Modell Portfolio management Econometric models Risk |
| topic_facet | Ökonometrisches Modell Portfolio management Econometric models Risk |
| url | http://papers.nber.org/papers/w9103.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT liujun dynamicassetallocationwitheventrisk AT longstafffrancisa dynamicassetallocationwitheventrisk AT panjun dynamicassetallocationwitheventrisk |