Cointegration and long-run asset allocation
Year of publication: |
2011
|
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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 |
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