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

Research output: Working paper / Preprint › Working paper

Original language	English
Place of Publication	Maastricht
Publisher	Maastricht University School of Business and Economics
Publication status	Published - 1 Jan 2006

Cite this

@techreport{b9a69309d6264819925d35e3fde43201,

title = "Strategic Asset Allocation for Long Term Investors: Parameter Uncertainty and Prior Information",

author = "R.P.P.M. Hoevenaars and R.D.J. Molenaar and P.C. Schotman and T.B.M. Steenkamp",

year = "2006",

month = jan,

day = "1",

language = "English",

publisher = "Maastricht University School of Business and Economics",

type = "WorkingPaper",

institution = "Maastricht University School of Business and Economics",

}

TY - UNPB

T1 - Strategic Asset Allocation for Long Term Investors: Parameter Uncertainty and Prior Information

AU - Hoevenaars, R.P.P.M.

AU - Molenaar, R.D.J.

AU - Schotman, P.C.

AU - Steenkamp, T.B.M.

PY - 2006/1/1

Y1 - 2006/1/1

M3 - Working paper

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

PB - Maastricht University School of Business and Economics

CY - Maastricht

ER -