Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395)
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scientific article; zbMATH DE number 6932269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation with event risk, transaction costs and predictable returns |
scientific article; zbMATH DE number 6932269 |
Statements
Dynamic asset allocation with event risk, transaction costs and predictable returns (English)
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5 September 2018
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dynamic asset allocation
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event risk
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jumps
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transaction costs
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return predictability
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0.90764225
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0.87669325
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0.8738372
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0.8684864
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0.8669038
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0.86657065
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