Birmingham Business School Working Paper Series No 2001-20: Dynamic Asset Allocation with Time-Varying Variance/ Covariance Structures

Ponladesh Poomimars, Phillip Cadle, Michael Theobald

Research output: Working paper/Preprint › Working paper

Original language	English
Publication status	Published - 1 Jan 2001

Cite this

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title = "Birmingham Business School Working Paper Series No 2001-20: Dynamic Asset Allocation with Time-Varying Variance/ Covariance Structures",

author = "Ponladesh Poomimars and Phillip Cadle and Michael Theobald",

year = "2001",

month = jan,

day = "1",

language = "English",

type = "WorkingPaper",

}