Strategic asset allocation in a continuous-time VAR model

John Campbell, George Chacko, Jorge Rodriguez and Luis Viceira ()

Journal of Economic Dynamics and Control, 2004, vol. 28, issue 11, 2195-2214

Date: 2004
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Working Paper: Strategic Asset Allocation in a Continuous-Time VAR Model (2004)
Working Paper: Strategic Asset Allocation in a Continuous Time VAR Model (2003)
Working Paper: Strategic Asset Allocation in a Continuous-Time VAR Model (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:28:y:2004:i:11:p:2195-2214

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