Dynamic Mean-Variance Asset Allocation
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/23/8/2970/5429086/hhq028.pdf
Reference67 articles.
1. Asset pricing with liquidity risk
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4. Bansal R. Dahlquist M. Harvey C. R. Dynamic Trading Strategies and Portfolio Choice. Working Paper: Duke University; 2004.
5. Bansal R. Kiku D. Cointegration and Long-Run Asset Allocation. Working Paper: Duke University; 2007.
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