Dynamic asset allocation strategy for intertemporal pension fund management with time-varying volatility
Year of publication: |
2003
|
---|---|
Authors: | Yen, Simon H. ; Ku, Yuan-hung Hsu |
Published in: |
Jingji-lunwen. - Taipei, Taiwan : Institute of Economics, ISSN 1018-161X, ZDB-ID 864104-3. - Vol. 31.2003, 3, p. 229-261
|
Subject: | Vermögensverwaltung | Asset management | Intertemporale Allokation | Intertemporal allocation |
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