Optimal Portfolio Rules for an Integrated Stock Bond Portfolio
Year of publication: |
2001-06-01
|
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Authors: | MENONCIN, Francesco |
Institutions: | Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain |
Subject: | separation theorem | asset allocation | equity premium puzzle |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES) Number 2001014 3 pages long |
Classification: | G11 - Portfolio Choice |
Source: |
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