Optimal international asset allocation with time-varying risk
Year of publication: |
2006
|
---|---|
Authors: | Flavin, Thomas J. ; Wickens, Michael R. |
Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 53.2006, 5, p. 543-564
|
Subject: | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | USA | United States |
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