Asset allocation with time variation in expected returns

Insurance: Mathematics and Economics

Volumn 21, Issue 3, 1997, Pages 201-218

  Boyle, Phelim P ^a   Yang, Hailiang ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Asset allocation; Optimal consumption and investment; Transaction costs

Indexed keywords

EID: 0031574504     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00021-8     Document Type: Article

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