Work

Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications

Year: 2009

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhp040

Authors: Jérôme Detemple, Marcel Rindisbacher

Institution: Boston University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2049487334

FWCI: 7.891

Cites: 51

Cited by: 64

Related to: 10