Macroeconomic influences on optimal asset allocation
Year of publication: |
2003
|
---|---|
Authors: | Flavin, Thomas J. ; Wickens, Michael R. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 12.2003, 2, p. 207-231
|
Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Wirkungsanalyse | Impact assessment | 1976-1996 |
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