Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
Domenica Di Virgilio, Fulvio Ortu, Federico Severino and Claudio Tebaldi
| Year of publication: |
2019
|
|---|---|
| Authors: | Di Virgilio, Domenica ; Ortu, Fulvio ; Severino, Federico ; Tebaldi, Claudio |
| Published in: |
Behavioral finance : the coming of age. - New Jersey : World Scientific, ISBN 978-981-327-945-2. - 2019, p. 57-108
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012025477