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Gollier, Christian
(2004)
Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability.
Contributions to Theoretical Economics, 4 (1).
This is the latest version of this item.
Official URL : http://tse-fr.eu/pub/2882
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | 2004 |
| Refereed: | Yes |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 18 Jan 2012 05:55 |
| Last Modified: | 02 Apr 2021 15:35 |
| OAI Identifier: | oai:tse-fr.eu:2882 |
| URI: | https://publications.ut-capitole.fr/id/eprint/2577 |
Available Versions of this Item
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Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability. (deposited 18 Jan 2012 05:55)
- Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability. (deposited 18 Jan 2012 05:55) [Currently Displayed]
