DYNAMIC ASSET ALLOCATION WITH EVENT RISK
| Year of publication: |
2002
|
|---|---|
| Authors: | Liu, Jun ; Longstaff, Francis A. ; Pan, Jun |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2002, 9103
|