A scenario-based approach to active asset allocation: Combining investors' expectations with historical return patterns

Journal of Portfolio Management

Volumn 23, Issue 2, 1997, Pages 74-85

  Koskosidis, Yiannis A ^a   Duarte, Antonio M ^b  

^a Republic New York Corporation   (United States)

^b Banco BBM de Investimentos SA   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031521432     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.23.2.74     Document Type: Article

References (14)

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