Value-based asset allocation : an integrated framework
Year of publication: |
2013
|
---|---|
Authors: | Staub, Renato |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 6, p. 354-375
|
Subject: | asset allocation | mean reversion | signal translation | simulation | risk budget | valuation | Portfolio-Management | Portfolio selection | Theorie | Theory | Mean Reversion | Mean reversion | Simulation |
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