Efficient gradualism in intertemporal portfolios
Year of publication: |
2000
|
---|---|
Authors: | Balvers, Ronald J. ; Mitchell, Douglas W. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 1, p. 21-38
|
Subject: | Portfolio-Management | Portfolio selection | Intertemporale Allokation | Intertemporal allocation | Kapitaleinkommen | Capital income | Investitionsrisiko | Investment risk | Theorie | Theory |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Essays on individual risk-taking behavior and social security reform
Ranguelova, Elena, (2001)
-
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G., (2003)
-
Private equity premium and aggregate uncertainty in a model of uninsurable investment risk
Covas, Francisco, (2011)
- More ...
-
Reducing the Dimensionality of Linear Quadratic Control Problems
Balvers, Ronald J., (2001)
-
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
Balvers, Ronald J., (1997)
-
Reducing the Dimensionality of Linear Quadratic Control Problems
Balvers, Ronald J., (2001)
- More ...