Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty - Are popular recommendations consistent with rational behavior?
| Year of publication: |
2004
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|---|---|
| Authors: | Munk, Claus ; Sørensen, Carsten ; Nygaard Vinther, Tina |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 13.2004, 2, p. 141-166
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