Time varying prospective utility and optimal asset allocation for US stocks and bonds 1926 - 1990


McManus, I., Ap Gwilym, O. and Thomas, S. (2002) Time varying prospective utility and optimal asset allocation for US stocks and bonds 1926 - 1990. Southampton, GB, University of Southampton

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Item Type: Monograph (Working Paper)
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Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: University Structure - Pre August 2011 > School of Management
Item ID: 36731
Date Deposited: 19 May 2006
Last Modified: 02 Mar 2012 13:01
Contributors: McManus, I. (Author)
Ap Gwilym, O. (Author)
Thomas, S. (Author)
Date: 1 January 2002
Status: Published
Publisher: University of Southampton
URI: http://eprints.soton.ac.uk/id/eprint/36731

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