Strategic Asset Allocation in Stochastic Environment and Incomplete Markets: Evidence on Horizon and Hedging Effects

2006 ◽  
Author(s):  
Ahmad Ali Telfah
Keyword(s):  
Incomplete Markets ◽  
Asset Allocation ◽  
Stochastic Environment ◽  
Strategic Asset Allocation

scholarly journals Strategic Asset Allocation in a Continuous-Time VAR Model

10.3386/w9547 ◽  
2003 ◽  
Author(s):  
John Campbell ◽  
George Chacko ◽  
Jorge Rodriguez ◽  
Luis Viciera
Keyword(s):  
Asset Allocation ◽  
Continuous Time ◽  
Var Model ◽  
Strategic Asset Allocation

scholarly journals A Multivariate Model of Strategic Asset Allocation

10.3386/w8566 ◽  
2001 ◽  
Author(s):  
John Campbell ◽  
Yeung Lewis Chan ◽  
Luis Viceira
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Strategic Asset Allocation
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