Intertemporal asset allocation when the underlying factors are unobservable
Carl Chiarella; Chih-Ying Hsiao; Willi Semmler
| Year of publication: |
2007
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|---|---|
| Authors: | Chiarella, Carl ; Hsiao, Chih-ying ; Semmler, Willi |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 383-418
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| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493821