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subject:"Portfolio-Management"
person:"Palomino, Frédéric"
~person:"Viceira, Luis M."
~isPartOf:"Journal of economic dynamics & control"
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Palomino, Frédéric
Viceira, Luis M.
Lioui, Abraham
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Journal of economic dynamics & control
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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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