Strategic asset allocation in a continuous-time VAR model
Year of publication: |
2004
|
---|---|
Authors: | Campbell, John Y. ; Chacko, George ; Rodriguez, Jorge ; Viceira, Luis M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 11, p. 2195-2214
|
Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Theorie | Theory |
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