Dynamic Asset Allocation With Event Risk, Transaction Costs and Predictable Returns

2018 ◽  
Author(s):  
Jean-Guy Simonato
Keyword(s):  
Transaction Costs ◽  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Event Risk ◽  
Predictable Returns

Dynamic Asset Allocation with Predictable Returns and Transaction Costs

2015 ◽  
Author(s):  
Pierre Collin-Dufresne ◽  
Kent D. Daniel ◽  
Ciamac C. Moallemi ◽  
Mehmet Saglam
Keyword(s):  
Transaction Costs ◽  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Predictable Returns

scholarly journals Dynamic Asset Allocation With Event Risk

10.3386/w9103 ◽  
2002 ◽  
Author(s):  
Jun Liu ◽  
Francis Longstaff ◽  
Jun Pan
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Event Risk

scholarly journals Dynamic Asset Allocation with Event Risk

2003 ◽  
Vol 58 (1) ◽  
pp. 231-259 ◽  
Author(s):  
Jun Liu ◽  
Francis A. Longstaff ◽  
Jun Pan
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Event Risk

Dynamic Asset Allocation

1987 ◽  
Vol 1987 (1) ◽  
pp. 82-85, 93
Author(s):  
H. Gifford Fong
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation

Dynamic Asset Allocation for Stocks, Bonds, and Cash

CFA Digest ◽  
2004 ◽  
Vol 34 (1) ◽  
pp. 69-70
Author(s):  
Brian A. Maris
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation
Sign in / Sign up

Export Citation Format

Share Document