View in EDS HTML Full Text PDF Full Text

Constrained dynamic futures portfolios with stochastic basis.

Saved in:
Bibliographic Details
Title: Constrained dynamic futures portfolios with stochastic basis.
Authors: Chen, Xiaodong1 (AUTHOR), Leung, Tim2 (AUTHOR) timleung@uw.edu, Zhou, Yang2 (AUTHOR)
Source: Annals of Finance. Mar2022, Vol. 18 Issue 1, p1-33. 33p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:16142446
DOI:10.1007/s10436-021-00398-0