Titre:
  • Asset return correlation: The case of automotive lease portfolios.
Auteur:Duchemin, Stéphanie; Laurent, Marie-Paule; Schmit, Mathias
Statut de publication:Publié, 2003
series:Working papers CEB, 03-007.RS
Sujet CREF:Economie
Sujet JEL:Simulation Methods
Financial Aspects of Economic Integration
Portfolio Choice; Investment Decisions
International Financial Markets
Volumes/pages:17 p.
Mots-clés:leasing
asset return
correlation
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:03-007