Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
Författare
Avdelning/ar
Publiceringsår
2002
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers. Department of Economics, Lund University
Issue
8
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- intertemporal hedging
- dynamic portfolio selection
- regime switching
Status
Published