Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty : Are popular recommendations consistent with rational behavior?
Claus Munk; Carsten Sørensen and Tina Nygaard Vinther
| Year of publication: |
2004
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|---|---|
| Authors: | Munk, Claus ; Sørensen, Carsten ; Vinther, Tina Nygaard |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 13.2004, 2, p. 141-166
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| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Inflationserwartung | Inflation expectations | Mean Reversion | Mean reversion |
| 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/10002030574