Optimal asset allocation un... - Researchers

Optimal asset allocation under search frictions and stochastic interest rate

Citation

Wang, N, Zhu, S & Elliott, R 2023, 'Optimal asset allocation under search frictions and stochastic interest rate', Quantitative Finance, vol. 23, no. 6, pp. 1019-1033.

Year

2023

ANU Authors

Dr Ning Wang

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