An Empirical Analysis of U.S. Aggregate Portfolio Allocations
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- Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 05.03, Université de Lausanne, Faculté des HEC, DEEP.
- Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 0503, CIRPEE.
- Michel Normandin & Pascal Saint-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 05-02, HEC Montréal, Institut d'économie appliquée.
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Citations
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Cited by:
- Didier, Tatiana & Lowenkron, Alexandre, 2012.
"The current account as a dynamic portfolio choice problem,"
Journal of the Japanese and International Economies,
Elsevier, vol. 26(4), pages 518-541.
- Didier, Tatiana & Lowenkron, Alexandre, 2009. "The current account as a dynamic portfolio choice problem," Policy Research Working Paper Series 4861, The World Bank.
- Ivan Jaccard, 2006.
"Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle,"
2006 Meeting Papers
574, Society for Economic Dynamics.
- Ivan Jaccard, 2007. "Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle," Swiss Finance Institute Research Paper Series 07-19, Swiss Finance Institute.
More about this item
Keywords
factorial models of returns; myopic and strategic; non-expected utility; tactical portfolio allocations ; modèles factoriels des rendements; myopes et stratégiques; portefeuilles tactiques; utilité non espérée;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-03-20 (All new papers)
- NEP-FIN-2005-03-20 (Finance)
- NEP-RMG-2005-03-20 (Risk Management)
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