Influence of real interest rate volatilities on long-term asset allocation (Q3170976)
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scientific article; zbMATH DE number 5951620
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| English | Influence of real interest rate volatilities on long-term asset allocation |
scientific article; zbMATH DE number 5951620 |
Statements
29 September 2011
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long-term asset allocation
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real interest rate volatility
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utility function
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portfolio
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0.7532592415809631
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0.7478049397468567
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0.7472006678581238
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0.7446039915084839
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0.7337617874145508
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