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Time Series Models in Intertemporal Portfolio Optimisation

Karl Frauendorfer & Heiko Siede

abstract
   
type working paper (English)
   
keywords
   
date of appearance 1998
publisher Institute for Operations Research, University of St. Gallen (St. Gallen, CH)
review not reviewed
   
citation Frauendorfer, K., & Siede, H. (1998). Time Series Models in Intertemporal Portfolio Optimisation. St. Gallen, CH: Institute for Operations Research, University of St. Gallen.