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Asset allocation with differential borrowing and lending rates

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  • Olson, Dennis
  • Bley, Jorg

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  • Olson, Dennis & Bley, Jorg, 2008. "Asset allocation with differential borrowing and lending rates," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 629-643, October.
    • Handle: RePEc:eee:reveco:v:17:y:2008:i:4:p:629-643
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    References listed on IDEAS

    as
    1. Brennan, M. J., 1971. "Capital Market Equilibrium with Divergent Borrowing and Lending Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1197-1205, December.
    2. Isabelle Bajeux-Besnainou & James V. Jordan & Roland Portait, 2001. "An Asset Allocation Puzzle: Comment," American Economic Review, American Economic Association, vol. 91(4), pages 1170-1179, September.
    3. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    4. Canner, Niko & Mankiw, N Gregory & Weil, David N, 1997. "An Asset Allocation Puzzle," American Economic Review, American Economic Association, vol. 87(1), pages 181-191, March.
    5. Elton, Edwin J. & Gruber, Martin J., 2000. "The Rationality of Asset Allocation Recommendations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(1), pages 27-41, March.
    6. Katerina Simons, 1999. "Should U.S. investors invest overseas?," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-40.
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