An Asset Allocation Puzzle: Comment-Reference-Cited by-同舟云学术

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An Asset Allocation Puzzle: Comment

Published:2001-09-01 Issue:4 Volume:91 Page:1170-1179
ISSN:0002-8282
Container-title:American Economic Review
language:en
Short-container-title:American Economic Review

Author:

Bajeux-Besnainou Isabelle¹,Jordan James V²,Portait Roland³

Affiliation:

1. Department of Finance, School of Business and Public Management, George Washington University, 2023 G Street NW, Washington, DC 20052.

2. National Economic Research Associates, 1255 23rd Street NW, Washington, DC 20037.

3. CNAM and ESSEC, Finance Chair CNAM, 2 Rue Conte, Paris, France.

Publisher

American Economic Association

Subject

Economics and Econometrics

Link

https://pubs.aeaweb.org/doi/pdf/10.1257/aer.91.4.1170

Cited by 45 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging;European Journal of Operational Research;2023-06

2. Dynamic portfolio optimization with inverse covariance clustering;Expert Systems with Applications;2023-03

3. Optimal Investment with Stochastic Interest Rates and Ambiguity;SSRN Electronic Journal;2023

4. Strategic Portfolio Allocation;Springer Texts in Business and Economics;2022

5. Dynamic Portfolio Optimization with Inverse Covariance Clustering;SSRN Electronic Journal;2022

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