Financial Giffen goods: Examples and counterexamples

DOI10.1016/j.ejor.2007.06.047zbMath1147.91030OpenAlexW3121504691WikidataQ124815472 ScholiaQ124815472MaRDI QIDQ933535

Kourosh Marjani Rasmussen, Rolf Poulsen

Publication date: 21 July 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://orbit.dtu.dk/en/publications/c69e5f00-f029-43a4-b460-be88f12173d4

zbMATH Keywords

financeportfolio choiceGiffen goodmortgage planning

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
• What kind of new asset will push up the CML?
• Mortgage loan portfolio optimization using multi-stage stochastic programming
• Products of trees for investment analysis
• Coherent Measures of Risk

This page was built for publication: Financial Giffen goods: Examples and counterexamples