The asset allocation puzzle is still a puzzle (Q1017031): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jedc.2006.01.009
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+W1970875927
@@ Property / OpenAlex ID: W1970875927 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Monte Carlo computation of optimal portfolios in complete markets
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@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal portfolio choice under stochastic interest rates
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@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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@@ links / mardi / name / links / mardi / name @@
+Publication:1017031