Zwart, Gerben de (contributor); Frieser, Brian (contributor) - 2007
allocation. To the best of our knowledge,
prior studies on optimal strategic asset allocation, like Chen et al. (2002), ignore … annum,
see also Cochrane (2005). More recent studies focus on (explanations for) cross-sectional return
difierences between …’, though, creates
the possibility of liquidity problems in the event that the amount of capital that is
called for investment …