Asset allocation with time variation in expected returns
| Year of publication: |
1997
|
|---|---|
| Authors: | Boyle, Phelim P. ; Yang, Hailiang |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 21.1997, 3, p. 201-218
|
| Publisher: |
Elsevier |