A Multivariate Model of Strategic Asset Allocation
收藏NBER2001-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8566
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资源简介：
Much recent work has documented evidence for predictability of asset returns. We show how such predictability can affect the portfolio choices of long-lived investors who value wealth not for its own sake but for the consumption their wealth can support. We develop an approximate solution method for
提供机构：
美国国家经济研究局
创建时间：
2001-10-01
