Strategic asset allocation in a continuous-time VAR model (Q953710): Difference between revisions

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+Q3719692
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+Smart Money, Noise Trading and Stock Price Behaviour
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Stochastic Differential Utility
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Optimum consumption and portfolio rules in a continuous-time model
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