A class of portfolio selection with a four-factor futures price model (Q2271822)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of portfolio selection with a four-factor futures price model |
scientific article |
Statements
A class of portfolio selection with a four-factor futures price model (English)
0 references
4 August 2009
0 references
four-factor model
0 references
multi-period semi-variance portfolio
0 references
exchange rate
0 references
futures
0 references
numerical algorithm
0 references
