Pesquisa de referências

Dynamic asset allocation techniques

MAP20120008953
Jarvis, S.
Dynamic asset allocation techniques / S. Jarvis, A. Lawrence, S. Miao
Sumario: Investment strategy is often static, punctuated by infrequent reviews. For most long-term investors, this practice results in large risks being taken that could otherwise be manged with a more dynamic investment policy. the bulk of this paper is aimed at analysing and describing two multi-period investment strategy problems - in order
En: British Actuarial Journal. - Cambridge : Cambridge University Press. - 23/12/2009 Tomo 15 Número 66 - 2009
1. Inversiones . 2. Estrategia empresarial . 3. Capitales . 4. Activos financieros . 5. Gestión de activos . I. Lawrence, A. . II. Miao, S. . III. Título.