Brennan, Michael J. (contributor); Xia, Yihong (contributor) - 2000 - [Elektronische Ressource]
The Rodney L. White Center for Financial Research
Dynamic Asset Allocation under … National Bank
Salomon Brothers
Weiss, Peck and Greer
Dynamic Asset Allocation under Inflation
Michael J. Brennan
∗
and … framework for analyzing the asset allocation problem of a long-
horizon investor when there is inflation and only nominal assets …