Strategic and tactical asset allocation and the effect of long-run equilibrium relations
Year of publication: |
1997
|
---|---|
Authors: | Lucas, André |
Institutions: | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit |
Subject: | Cointegration | Error-Correction | Tactical Asset Allocation | Strategic As-set Allocation | Mean Reversion | Non-Stationarity | Mis-specified Equilib-rium Relationships | Currency Management |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Serie Research memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0042 |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations |
Source: |
-
Strategic and tactical asset allocation and the effect of long-run equilibrium relations
Lucas, Andr‚, (1997)
-
Does everyone use probabilities? Intuitive and rational decisions about stockholding
Binswanger, Johannes, (2013)
-
Schmidt, Robert, (2004)
- More ...
-
Semi-nonparametric cointegration testing
Boswijk, H. Peter, (1997)
-
Lucas, André, (1998)
-
An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André, (1999)
- More ...