Intertemporal asset allocation : a comparison of methods
Jérôme Detemple; René Garcia; Marcel Rindisbacher
| Year of publication: |
2005
|
|---|---|
| Authors: | Detemple, Jérôme B. ; Garcia, René ; Rindisbacher, Marcel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 11, p. 2821-2848
|
| Subject: | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Theorie | Theory |
| 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/10003121055