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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193792
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