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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SpringerLink / Bücher"
~person:"Viceira, Luis M."
~subject:"Portfolio selection"
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Viceira, Luis M.
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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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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
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3
Foreign currency for long-term investors
Campbell, John Y.
-
2002
Persistent link: https://www.econbiz.de/10013424043
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