Open AccessThe Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
Author(s) -
Carl Chiarella,
ChihYing Hsiao
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.893084
Subject(s) - markov chain , asset (computer security) , asset allocation , mathematical optimization , chain (unit) , economics , computer science , econometrics , microeconomics , mathematical economics , mathematics , financial economics , portfolio , statistics , physics , computer security , astronomy
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