Strategic Asset Allocation for Long Term Investors: Parameter Uncertainty and Prior Information

R.P.P.M. Hoevenaars, R.D.J. Molenaar, P.C. Schotman, T.B.M. Steenkamp

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2006

Cite this

Hoevenaars, R. P. P. M., Molenaar, R. D. J., Schotman, P. C., & Steenkamp, T. B. M. (2006). Strategic Asset Allocation for Long Term Investors: Parameter Uncertainty and Prior Information. Maastricht University School of Business and Economics.