Strategic asset allocation in a continuous-time VAR model
| Year of publication: |
2004
|
|---|---|
| Authors: | Campbell, John Y. ; Chacko, George ; Rodriguez, Jorge ; Viceira, Luis M. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 11, p. 2195-2214
|