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Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon

Graflund, Andreas and Nilsson, Birger LU (2002) In Working Papers. Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:24
date last changed
2016-07-06 13:52:32
@misc{e038e58f-d09f-4bb6-8cf0-784013456ba0,
  author       = {Graflund, Andreas and Nilsson, Birger},
  keyword      = {intertemporal hedging,dynamic portfolio selection,regime switching},
  language     = {eng},
  number       = {8},
  publisher    = {ARRAY(0xafd36d0)},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon},
  year         = {2002},
}