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