| Original language | English |
|---|---|
| Journal | International Review of Economics & Finance |
| Volume | 13 |
| Issue number | 2 |
| Pages (from-to) | 141-166 |
| ISSN | 1059-0560 |
| Publication status | Published - 2004 |
Cite this
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Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty : Are popular recommendations consistens with rational behavior? / Munk, Claus; Sørensen, Carsten; Nygaard, Tina.
In: International Review of Economics & Finance, Vol. 13, No. 2, 2004, p. 141-166.Research output: Contribution to journal › Journal article › Research › peer-review
TY - JOUR
T1 - Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty
T2 - Are popular recommendations consistens with rational behavior?
AU - Munk, Claus
AU - Sørensen, Carsten
AU - Nygaard, Tina
PY - 2004
Y1 - 2004
KW - Porteføljeteori
KW - Inflation
KW - Investeringsrådgivning
KW - Asset allocation
M3 - Journal article
VL - 13
SP - 141
EP - 166
JO - International Review of Economics & Finance
JF - International Review of Economics & Finance
SN - 1059-0560
IS - 2
ER -