Dynamic asset allocation with liabilities
Daniel Giamouridis, Athanasios Sakkas and Nikolaos Tessaromatis
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Giamouridis, Daniel ; Sakkas, Athanasios ; Tessaromatis, Nikolaos P. |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 23.2017, 2, p. 254-291
|
| Subject: | strategic asset allocation | dynamic asset allocation | asset-liability management | return predictability | myopic investors | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Theorie | Theory | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Hedging | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713544