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

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+Stochastic Interest Rates and the Bond-Stock Mix
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+Normal rank
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Monte Carlo computation of optimal portfolios in complete markets
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+Affine processes and applications in finance
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4002114
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+Normal rank
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+On optimal portfolio choice under stochastic interest rates
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+An Intertemporal Capital Asset Pricing Model
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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