On the Informational Content of Changing Risk for Dynamic Asset Allocation
| Year of publication: |
2000-03-01
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Gagliardini, Patrik ; Trojani, Fabio |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Investitionsentscheidung | Entscheidung bei Risiko | decision | Bayes-Verfahren | Entscheidungsregel | Anlagepolitk | investment Policy |
- 1. Introduction
- 2. A bayesian approach
- 3. An intertemporal stochastik volatility Merton`s Model
- 4. Conclusion
- 5. Appendix
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005843230