A multivariate model of strategic asset allocation

A multivariate model of strategic asset allocation

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Campbell, John Y.
Rannpháirtithe: Chan, Yeung Lewis, Viceira, Luis M.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge, Mass. National Bureau of Economic Research 2001
Sraith:NBER working paper series no. 8566
Ábhair:
Investments > Mathematical models.
Portfolio management > Mathematical models.