The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
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Media type:
E-Article
Title:
The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Contributor:
Larsen, Linda Sandris;
Munk, Claus
Published:
Elsevier BV, 2012
Published in:
Journal of Economic Dynamics and Control, 36 (2012) 2, Seite 266-293