Asset allocation, multivariate position based trading, and the stylized facts
By: Bernd Pape
Series: Acta Wasaensia -- no. 177 -- Statistics ; 4; Acta Wasaensia -- no 177; Acta Wasaensia -- no. 4
Publisher: Universitas Wasaensis
Published: 2007
Place of publication: Vaasa, Finland
Language: eng
Number of pages: 205
ISBN-13: 9789524761888
Subjects: Asset allocation; Mathematical models
Notes: Based on the author's dissertation.

Includes bibliographical references (p. 138-169).