Edhec-Risk
Asset Allocation
Dynamic Asset Allocation with Forwards and Futures

Authors: Abraham Lioui, Patrice Poncet
Editions: Springer
Pages: 256 pages
Date: 30 May 2005
 
 
 
Summary
Dynamic Asset Allocation with Forwards and Futures is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts.

The text is aimed at advanced students in finance and financial economics, researchers in capital market finance, research groups in financial institutions and official markets, corporation treasurers, and traders in futures and forward markets.

The text was co-authored by Abraham Lioui, Professor of Finance at EDHEC Business School.
 
 

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