Portfolio Selection in Stochastic Environments
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/20/1/1/5301632/hhl001.pdf
Reference37 articles.
1. Post-'87 crash fears in the S&P 500 futures option market
2. The Role of Learning in Dynamic Portfolio Decisions *
3. Strategic asset allocation
4. Stochastic Interest Rates and the Bond-Stock Mix
5. Assessing Asset Pricing Anomalies
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