Optimal asset allocation over the business cycle

Financial Review

Volumn 33, Issue 3, 1998, Pages 129-148

  Brocato, Joe ^a   Steed, Steve ^a  

^a TARLETON STATE UNIVERSITY   (United States)

Author keywords

Business cycle; Cyclical reallocation; Markowitz efficiency; Variance covariance asymmetry

Indexed keywords

EID: 4444316911     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1998.tb01387.x     Document Type: Article

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