次优动态资产配置的成本:一般结果及其在利率风险、股票波动风险及成长/价值倾斜中的应用

The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts

Journal of Economic Dynamics and Control · 2011
被引 67
ABS 3
资产配置金融经济学风险管理投资组合