Dynamic Asset Allocation with Time-varying Variance/Covariance Structures

Ponladesh Poomimars, Phillip Cadle, Michael Theobald

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	49-68
Number of pages	20
Journal	International Quarterly Journal of Finance
Volume	2
Issue number	1-4
Publication status	Published - 1 Jan 2002

Cite this

@article{297f775ca19746898e81ca0d7766bce1,

title = "Dynamic Asset Allocation with Time-varying Variance/Covariance Structures",

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

year = "2002",

month = jan,

day = "1",

language = "English",

volume = "2",

pages = "49--68",

journal = "International Quarterly Journal of Finance",

number = "1-4",

}