Carry-Based Expected Returns for Strategic Asset Allocation

被引：2
|
作者：
Schnetzer, Michael [1 ,2 ]
机构：
[1] Univ Zurich, Zurich, Switzerland
[2] Vita Joint Fdn Zurich, Zurich, Switzerland
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2018年 / 45卷 / 02期
关键词：
EQUITY PREMIUM; STOCK; RISK;
D O I：
10.3905/jpm.2018.45.2.068
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：68 / 81
页数：14
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