Strategic asset allocation in a continuous-time VAR model (Q953710): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121952528 / rank | |||
Normal rank | |||
Revision as of 22:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic asset allocation in a continuous-time VAR model |
scientific article |
Statements
Strategic asset allocation in a continuous-time VAR model (English)
0 references
6 November 2008
0 references
portfolio choice
0 references
time aggregation
0 references
intertemporal hedging
0 references
long-term investing
0 references
recursive utility
0 references
