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An Empirical Analysis of U.S. Aggregate Portfolio Allocations

Michel Normandin () and Pascal St-Amour

CIRANO Working Papers from CIRANO

Keywords: factorial models of returns; myopic and strategic; non-expected utility; tactical portfolio allocations; modèles factoriels des rendements; myopes et stratégiques; portefeuilles tactiques; utilité non espérée (search for similar items in EconPapers)
Date: 2005-03-01
New Economics Papers: this item is included in nep-fin and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Related works:
Working Paper: An Empirical Analysis of U.S. Aggregate Portfolio Allocations (2005) Downloads
Working Paper: An Empirical Analysis of U.S. Aggregate Portfolio Allocations (2005) Downloads
Working Paper: An Empirical Analysis of U.S. Aggregate Portfolio Allocations (2005) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:cir:cirwor:2005s-07

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