Smoothing and implications for asset allocation choices: Model selection or calibration?

Journal of Portfolio Management

Volumn 33, Issue SPEC. ISS., 2007, Pages 85-98

  Marcato, Gianluca ^a   Key, Tony ^b  

^a UNIVERSITY OF READING   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 35549000084     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2007.698909     Document Type: Article

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