Long-term versus short-term contingencies in asset allocation
Year of publication: |
2012
|
---|---|
Authors: | Botshekan, Mahmoud ; Lucas, André |
Publisher: |
Rotterdam |
Subject: | Portfolio choice | Long and short-term asset allocation | Trend-cycle decomposition | GMM under short-sale constraints | Lagrange-Kuhn-Tucker multipliers | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Dekompositionsverfahren | Decomposition method |
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