Understanding dynamic mean variance asset allocation
Abraham Lioui, Patrice Poncet
| Year of publication: |
1 October 2016
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|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 254.2016, 1 (1.10.), p. 320-337
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| Subject: | Mean variance | Dynamic asset allocation | Time varying risk aversion | Intertemporal hedging | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Volatilität | Volatility | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011503312