Asset allocation using reliability method
نویسندگان
چکیده
منابع مشابه
Asset Allocation
This review article describes recent literature on asset allocation, covering both static and dynamic models. The article focuses on the bond–stock decision and on the implications of return predictability. In the static setting, investors are assumed to be Bayesian, and the role of various prior beliefs and specifications of the likelihood are explored. In the dynamic setting, recursive utilit...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2009
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2009.02.008