Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?
| Year of publication: |
2004
|
|---|---|
| Authors: | Munk, Claus ; Sorensen, Carsten ; Nygaard Vinther, Tina |
| Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 13.2004, 2, p. 141-166
|
| Publisher: |
Elsevier |