Long-term strategic asset allocation with inflation risk and regime switching
From MaRDI portal
Publication:4911230
DOI10.1080/14697680903055588zbMath1258.91206OpenAlexW2085777415MaRDI QIDQ4911230
Publication date: 14 March 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903055588
Probabilistic models, generic numerical methods in probability and statistics (65C20) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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