Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
(2002) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1386994
- author
- Graflund, Andreas and Nilsson, Birger LU
- organization
- publishing date
- 2002
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- intertemporal hedging, dynamic portfolio selection, regime switching
- in
- Working Papers. Department of Economics, Lund University
- issue
- 8
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- e038e58f-d09f-4bb6-8cf0-784013456ba0 (old id 1386994)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2002_008.htm
- date added to LUP
- 2016-04-04 11:53:45
- date last changed
- 2018-11-21 21:07:52
@misc{e038e58f-d09f-4bb6-8cf0-784013456ba0, author = {{Graflund, Andreas and Nilsson, Birger}}, keywords = {{intertemporal hedging; dynamic portfolio selection; regime switching}}, language = {{eng}}, note = {{Working Paper}}, number = {{8}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers. Department of Economics, Lund University}}, title = {{Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon}}, url = {{http://swopec.hhs.se/lunewp/abs/lunewp2002_008.htm}}, year = {{2002}}, }