Strategic asset allocation in a continuous-time VAR model (Q953710)
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scientific article; zbMATH DE number 5362838
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| English | Strategic asset allocation in a continuous-time VAR model |
scientific article; zbMATH DE number 5362838 |
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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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0.9078044
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0.8893817
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0.88936055
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0.8883749
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0.88597554
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0.88495874
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0.8794849
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0.8789442
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0.8783246
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