International asset allocation with time varying risk : an analysis and implementation
Year of publication: |
1994
|
---|---|
Authors: | Cumby, Robert |
Other Persons: | Figlewski, Stephen (contributor) ; Hasbrouck, Joel (contributor) |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 6.1994, 1, p. 1-25
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | USA | United States | Japan |
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