Title of article
Intertemporal asset allocation: A comparison of methods
Author/Authors
Jérôme Detemple، نويسنده , , Rene Garcia، نويسنده , , Marcel Rindisbacher، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
28
From page
2821
To page
2848
Keywords
Monte Carlo methods , asset allocation , Malliavin derivatives , Regression method
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193792
Link To Document