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- W13745839 abstract "Studies regarding the co-integration are frequently realized in the European Community to see in which measure the exchange markets of this are co-integrated, with the idea of creating in the future a unique European exchange market. Starting from these studies we will try to prove that there is a co-integration of the financial derivates with their underlying assets, generated by the existence of a well defined and well known causality relation. This thing has a great importance for the production of the elaboration model of a portfolio of financial assets and its protection by a management of operations with financial derivatives. The paper manages to respond to the own signs of question, came up in the moment in which we had to underlie the central idea of the paper: the elaboration of a strategically portfolio and of a secondary one with comparative role, and the computer assistance of the decision of management of operations with financial derivatives." @default.
- W13745839 created "2016-06-24" @default.
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- W13745839 date "2009-01-01" @default.
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- W13745839 title "CASE STUDY REGARDING THE CO-INTEGRATION OF THE FINANCIAL DERIVATES WITH THEIR UNDERLYING ASSETS" @default.
- W13745839 hasPublicationYear "2009" @default.
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