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The journal of asset management
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Dynamic strategic asset allocation : risk and return across the business cycle
Vliet, Willem Nicolaas van
;
Blitz, David
- In:
The journal of asset management
12
(
2011
)
5
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pp. 360-375
Persistent link: https://www.econbiz.de/10009377001
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An anatomy of calendar effects
Swinkels, Laurens
;
Vliet, Willem Nicolaas van
- In:
The journal of asset management
13
(
2012
)
4
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pp. 271-286
Persistent link: https://www.econbiz.de/10009630237
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