International Conditional Asset Allocation under Real Time Uncertrainty
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More about this item
KeywordsConditional asset allocation; predictability; real time uncertainty; performance measurement;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-29 (All new papers)
- NEP-FIN-2005-09-29 (Finance)
- NEP-FMK-2005-09-29 (Financial Markets)
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