Mean-variance principle of managing cointegrated risky assets and random liabilities
Work
Year: 2012
Type: article
Source: Operations Research Letters
Authors Mei Choi Chiu, Hoi Ying Wong
Cites: 25
Cited by: 29
Related to: 10
FWCI: 3.286
Citation percentile (by year/subfield): 91.41
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed