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 and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 11, p. 2195-2214
|
| Publisher: |
Elsevier |