Strategic asset allocation for long-term investors : parameter uncertainty and prior information
Roy P. P. M. Hoevenaars, Roderick D. J. Molenaar, Peter C. Schotman and Tom B. M. Steenkamp
| Year of publication: |
2014
|
|---|---|
| Authors: | Hoevenaars, Roy P. P. M. ; Molenaar, Roderick D. J. ; Schotman, Peter C. ; Steenkamp, Tom B. M. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 3, p. 353-376
|
| Subject: | Öffentliche Anleihe | Public bond | Spekulation | Speculation | Anlageverhalten | Behavioural finance | Informationswert | Information value | Bayes-Statistik | Bayesian inference | USA | United States | 1952-2008 |
| 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/10010414892