International asset allocation with time-varying correlations

International asset allocation with time-varying correlations

書目詳細資料
主要作者: Ang, Andrew
格式: 圖書
語言:English
出版: Cambridge National Bureau of Economic Research 1999.
叢編:NBER working paper series no.7056
主題:
Equity > Econometric models.
Investments > Econometric models.
Portfolio management > Econometric models.