Asset allocation with forward-looking distribution
Year of publication: |
2024
|
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Authors: | Kiriu, Takuya ; Hibiki, Norio |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2024, 4, p. 316-341
|
Subject: | asset allocation | bonds | finance | forward-looking | implied distribution | portfolio management | recovery theorem | return distribution | risk-adjustment | stocks | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Anleihe | Bond | Kapitalanlage | Financial investment | Statistische Verteilung | Statistical distribution |
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