Jump to main content

yr 〜
yr

Search results 1

A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand

A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
Digital文書・図像類
Kikuchi, Kentaro, Kusuda, KoujiThe Institute for Economic and Business Research Faculty of Economics, Shiga University2023-02Discussion Paper, Series ENo. E-21p.1-31
Other Libraries in Japan
  • Summary, etc....shows that the market timing effects in the optimal robust alloca...
  • Subject Heading...robust utility Market timing effect Inflation–deflation risk Stoc...

Reached to the end of result.

RSS