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~isPartOf:"IFA working paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Viceira, Luis M."
~subject:"Kapitalanlage"
~subject:"Portfolio-Management"
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Viceira, Luis M.
Başak, Suleyman
10
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Stock market mean reversion and the optimal equity allocation of a long-lived investor
Campbell, John Y.
;
Cocco, João F.
;
Gomes, Francisco J.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700527
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Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
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