Strategic asset allocation in a continuous-time VAR model (Q953710)

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Strategic asset allocation in a continuous-time VAR model
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    title
    Strategic asset allocation in a continuous-time VAR model (English)
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    author
    B. E. Eshmatov
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    publication date
    6 November 2008
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    zbMATH DE Number
    5362838
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    zbMATH Keywords
    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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