Consuming durable goods when stock markets jump : a strategic asset allocation approach
João Amaro de Matos; Nuno Silva
| Year of publication: |
2014
|
|---|---|
| Authors: | Matos, João Amaro de ; Silva, Nuno |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 42.2014, p. 86-104
|
| Subject: | Strategic asset allocation | Optimal investment | Jumps | Financial markets | Durable consumption goods | Perishable consumption goods | Portfolio-Management | Portfolio selection | Theorie | Theory | Konsumgüter | Consumer goods | Dauerhafte Konsumgüter | Durable goods | CAPM | Finanzmarkt | Financial market | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010429970