Dynamic asset allocation with event risk
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Dynamic asset allocation with event risk by Jun Liu

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Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

Subjects:

  • Portfolio management -- Econometric models.,
  • Risk.

Book details:

Edition Notes

StatementJun Liu, Francis A. Longstaff, Jun Pan.
SeriesNBER working paper series -- working paper 9103, Working paper series (National Bureau of Economic Research) -- working paper no. 9103.
ContributionsLongstaff, Francis A., 1956-, Pan, Jun., National Bureau of Economic Research.
The Physical Object
Pagination34, [7] p. :
Number of Pages34
ID Numbers
Open LibraryOL22441168M

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