Pages that link to "Item:Q2288891"
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The following pages link to Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891):
Displaying 5 items.
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Analysis of portfolio diversification between REIT assets (Q2349613) (← links)
- Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios* (Q5237876) (← links)
- A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474) (← links)
- Black-Scholes approximation of warrant prices: slight return in a low interest rate environment (Q6547038) (← links)