Strategic asset allocation in a continuous-time VAR model (Q953710)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic asset allocation in a continuous-time VAR model |
scientific article |
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Strategic asset allocation in a continuous-time VAR model (English)
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6 November 2008
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portfolio choice
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time aggregation
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intertemporal hedging
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long-term investing
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recursive utility
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