The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
| Year of publication: |
2012
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|---|---|
| Authors: | Larsen, Linda Sandris ; Munk, Claus |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 2, p. 266-294
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