Strategic asset allocation

Journal of Economic Dynamics and Control

Volumn 21, Issue 8-9, 1997, Pages 1377-1403

  Brennan, Michael J ^a,b,c   Schwartz, Eduardo S ^a   Lagnado, Ronald ^d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d NONE

Author keywords

Intertemporal portfolio theory; Investment policy; Stochastic control theory

Indexed keywords

EID: 0031590026     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00031-6     Document Type: Article

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