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person:"Palomino, Frédéric"
subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The review of financial studies"
~person:"Viceira, Luis M."
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Palomino, Frédéric
Viceira, Luis M.
Başak, Suleyman
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Journal of economic dynamics & control
The review of financial studies
Discussion paper / Centre for Economic Policy Research
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European finance review : the official journal of the European Finance Association
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
2
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
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