Asset allocation and multivariate position based trading

Journal of Economic Interaction and Coordination

Volumn 2, Issue 2, 2007, Pages 163-193

  Pape, Bernd ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Asset allocation; Heterogeneous agents; Multivariate price dynamics; Position based trading

Indexed keywords

EID: 35748949232     PISSN: 1860711X     EISSN: 18607128     Source Type: Journal    
DOI: 10.1007/s11403-007-0021-3     Document Type: Article

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