Momentum in strategic asset allocation
Year of publication: |
January 2017
|
---|---|
Authors: | Wu, Hui ; Ma, Chaoqun ; Yue, Shengjie |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 47.2017, p. 115-127
|
Subject: | Momentum | Strategic asset allocation | Intertemporal hedging demand | Recursive utility | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | CAPM |
-
Islamic vs conventional equities in a strategic asset allocation framework
Umar, Zaghum, (2017)
-
Strategic asset allocation revisited
Laborda, Ricardo, (2015)
-
Malamud, Semyon, (2018)
- More ...
-
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun, (2020)
-
Optimal reinsurance and investment problem for an insurer with counterparty risk
Zhu, Huiming, (2015)
-
Optimal reinsurance and investment problem for an insurer with counterparty risk
Zhu, Huiming, (2015)
- More ...