Asset allocation with time variation in expected returns (Q1381452): Difference between revisions

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+Strategic asset allocation
@@ Property / cites work: Strategic asset allocation / rank @@
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+User’s guide to viscosity solutions of second order partial differential equations
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+Portfolio Selection with Transaction Costs
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+European Option Pricing with Transaction Costs
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+Q4000330
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Black's consol rate conjecture
@@ Property / cites work: Black's consol rate conjecture / rank @@
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+Asymptotic expansions for Markov processes with Lévy generators
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+Q3959169
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+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
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+Asymptotic behavior of some nonlinear heat equations
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal investment and consumption with transaction costs
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+Q4356592
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