Estimating a continuous time portfolio selection model : an application with UK data
Year of publication: |
2000
|
---|---|
Authors: | Saltoğlu, Burak |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 25.2000, 1, p. 93-109
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Sparen | Savings | Intertemporale Allokation | Intertemporal allocation | Schätzung | Estimation | Großbritannien | United Kingdom | 1970-1996 |
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