Robust portfolio selection with endogenous expected returns and asset allocation timing strategies
Wolfgang Breuer, Marc Gürtler, and Olaf Stotz
| Year of publication: |
2009
|
|---|---|
| Authors: | Breuer, Wolfgang ; Gürtler, Marc ; Stotz, Olaf |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 209-230
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognose | Forecast |
| Extent: | graph. Darst. |
|---|---|
| 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/10003830430