Strategic asset allocation in a continuous-time VAR model:
Gespeichert in:
Format: | Buch |
---|---|
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9547 |
Schlagworte: | |
Beschreibung: | 21, [2] S. |
Internformat
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700 | 1 | |a Campbell, John Y. |d 1958- |e Sonstige |0 (DE-588)124799906 |4 oth | |
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700 | 1 | |a Rodriguez, Jorge |e Sonstige |0 (DE-588)129192279 |4 oth | |
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discipline | Wirtschaftswissenschaften |
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id | DE-604.BV017450855 |
illustrated | Not Illustrated |
indexdate | 2024-07-09T19:18:08Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010512120 |
oclc_num | 51980893 |
open_access_boolean | |
owner | DE-703 DE-19 DE-BY-UBM |
owner_facet | DE-703 DE-19 DE-BY-UBM |
physical | 21, [2] S. |
publishDate | 2003 |
publishDateSearch | 2003 |
publishDateSort | 2003 |
publisher | National Bureau of Economic Research |
record_format | marc |
series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Strategic asset allocation in a continuous-time VAR model John Y. Campbell ... Cambridge, Mass. National Bureau of Economic Research 2003 21, [2] S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9547 Asset allocation Investments Portfolio management Campbell, John Y. 1958- Sonstige (DE-588)124799906 oth Chacko, George 1967- Sonstige (DE-588)124785514 oth Rodriguez, Jorge Sonstige (DE-588)129192279 oth Viceira, Luis M. Sonstige (DE-588)129192252 oth National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9547 (DE-604)BV002801238 9547 |
spellingShingle | Strategic asset allocation in a continuous-time VAR model National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Asset allocation Investments Portfolio management |
title | Strategic asset allocation in a continuous-time VAR model |
title_auth | Strategic asset allocation in a continuous-time VAR model |
title_exact_search | Strategic asset allocation in a continuous-time VAR model |
title_full | Strategic asset allocation in a continuous-time VAR model John Y. Campbell ... |
title_fullStr | Strategic asset allocation in a continuous-time VAR model John Y. Campbell ... |
title_full_unstemmed | Strategic asset allocation in a continuous-time VAR model John Y. Campbell ... |
title_short | Strategic asset allocation in a continuous-time VAR model |
title_sort | strategic asset allocation in a continuous time var model |
topic | Asset allocation Investments Portfolio management |
topic_facet | Asset allocation Investments Portfolio management |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT campbelljohny strategicassetallocationinacontinuoustimevarmodel AT chackogeorge strategicassetallocationinacontinuoustimevarmodel AT rodriguezjorge strategicassetallocationinacontinuoustimevarmodel AT viceiraluism strategicassetallocationinacontinuoustimevarmodel |