International asset allocation with time varying risk: an analysis and implementation
| Year of publication: |
1994
|
|---|---|
| Authors: | Cumby, Robert ; Figlewski, Stephen ; Hasbrouck, Joel |
| Published in: |
Japan and the World Economy. - Elsevier, ISSN 0922-1425. - Vol. 6.1994, 1, p. 1-25
|
| Publisher: |
Elsevier |