Tactical Asset Allocation and Model Uncertainty : An Exploratory Study for the Swiss Stock Market
Year of publication: |
2004-10-07
|
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Authors: | Rey, David |
Institutions: | Wirtschaftswissenschaftliches Zentrum <Basel> |
Subject: | Aktienmarkt | Kapitalallokation | virtual risk adjusted capital | Statistisches Modell |
Extent: | 510976 bytes 32 p. application/pdf |
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Series: | Working Paper ; No. 5/04 (2004) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Empirical research. of corporate finance and investment policy ; Individual Working Papers, Preprints ; Switzerland. General Resources |
Source: | USB Cologne (business full texts) |
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