Cointegration and long-run asset allocation
Ravi Bansal; Dana Kiku
| Year of publication: |
2011
|
|---|---|
| Authors: | Bansal, Ravi ; Kiku, Dana |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 1, p. 161-173
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Schätzung | Estimation | Kapitalanlage | Financial investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159093