A dynamic portfolio approach to asset markets and monetary policy

MaRDI QIDQ4925751zbMATH OpenFDO

Authors Eckhard Platen, Willi Semmler

Publication date 12 June 2013

Mathematics Subject Classification ID

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

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Cited in

(3)

• Dynamic asset allocation: insights from theory
• Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
• scientific article; zbMATH DE number 4022974 (Why is no real title available?)

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