Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10000789817
Persistent link: https://www.econbiz.de/10001987130
"This paper proposes a new tractable approach to solving multi-period asset allocation problems. We assume that investor preferences are defined over moments of the terminal wealth distribution such as its skew and kurtosis. Time-variations in investment opportunities are driven by a regime...
Persistent link: https://www.econbiz.de/10002917583
Persistent link: https://www.econbiz.de/10002115886
Persistent link: https://www.econbiz.de/10003507821
Persistent link: https://www.econbiz.de/10001982897
Persistent link: https://www.econbiz.de/10001982928
Persistent link: https://www.econbiz.de/10001986701
Persistent link: https://www.econbiz.de/10001971188