A dynamic portfolio approach to asset markets and monetary policy

zbMATH Open1308.91147MaRDI QIDQ4925751FDOQ4925751

Authors: Eckhard Platen, Willi Semmler 

Publication date: 12 June 2013

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Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

Cited In (3)

• Title not available (Why is that?)
• Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
• Dynamic asset allocation: insights from theory

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