Long-term strategic asset allocation: an out-of-sample evaluation

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages52
Publication statusPublished - 1 Jan 2009

Cite this

Diris, B. F., Palm, F. C., & Schotman, P. C. (2009). Long-term strategic asset allocation: an out-of-sample evaluation. METEOR, Maastricht University School of Business and Economics.