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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
Please use this url to cite or link to this publication:
author
and
organization
publishing date
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}},
}