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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 and Control 28 (2004) 11, pp. 2195-2214
Persistent link: https://www.econbiz.de/10005205191
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 505-522
Persistent link: https://www.econbiz.de/10005205272
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A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Campbell, John Y.; Koo, Hyeng Keun - In: Journal of Economic Dynamics and Control 21 (1997) 2-3, pp. 273-295
Persistent link: https://www.econbiz.de/10005160686