Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?

✍ Scribed by Claus Munk; Carsten Sørensen; Tina Nygaard Vinther

• Book ID: 113664073
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 338 KB
• Volume: 13
• Category: Article
• ISSN: 1059-0560
• DOI: 10.1016/j.iref.2003.08.001