Lioui, Abraham.

Dynamic Asset Allocation with Forwards and Futures [electronic resource] / by Abraham Lioui, Patrice Poncet. - Boston, MA : Springer Science+Business Media, Inc., 2005. - xvii, 263 p. : ill., digital ; 25 cm.

9780387241067 (electronic bk.) 9780387241074 (paper)


Capital assets pricing model.
Hedging (Finance)
Equilibrium (Economics)
Economics/Management Science.
Financial Economics.
Economic Theory.
Finance /Banking.

HG4515.2 / .L56 2005

332.64524