A penalty cost approach to strategic asset allocation with illiquid asset classes
Year of publication: |
2015
|
---|---|
Authors: | Hayes, Mark H. ; Primbs, James A. ; Chiquoine, Ben |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 41.2015, 2, p. 33-41
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
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