Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistens with rational behavior?

Claus Munk, Carsten Sørensen, Tina Nygaard

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalInternational Review of Economics & Finance
Volume13
Issue number2
Pages (from-to)141-166
ISSN1059-0560
Publication statusPublished - 2004

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