Strategic asset allocation in a continuous-time VAR model
John Y. Campbell ...
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002171788