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題名 | Resolving the Asset Allocation Puzzle with Intertemporal Hedging and Nontraded Assets in the Stochastic Environment=隨機環境下利用跨期避險與不可交易資產求解資產配置的迷思 |
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作者姓名(中文) | 顏錫銘; 徐辜元宏; | 書刊名 | 臺灣管理學刊 |
卷期 | 2:2 2002.12[民91.12] |
頁次 | 頁1-20 |
分類號 | 553.977 |
關鍵詞 | 資產配置迷思; 隨機投資機會; 不完全市場; 跨期模型; 擾動法; Asset allocation puzzle; Stochastic opportunities; Incomplete markets; Intertemporal model; Perturbation method; |
語文 | 英文(English) |