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Infanger, 2008 - Google Patents

Dynamic asset allocation strategies using a stochastic dynamic programming aproach

Infanger, 2008

Document ID
9098305897121707644
Author
Infanger G
Publication year
Publication venue
Handbook of asset and liability management

External Links

Snippet

Publisher Summary A major investment decision for individual and institutional investors alike is to choose between different asset classes, ie, equity investments and interest- bearing investments. The asset allocation decision determines the ultimate risk and return of …
Continue reading at www.sciencedirect.com (other versions)

Classifications

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