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Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18

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  • Xue-Zhong He

    (University of Technology Sydney)

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  • Xue-Zhong He, 2019. "Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1397-1401, April.
    • Handle: RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9817-6
    DOI: 10.1007/s10614-018-9817-6
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    1. Ait-Sahalia, Yacine, 1996. "Testing Continuous-Time Models of the Spot Interest Rate," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 385-426.
    2. Andersen, Torben G. & Lund, Jesper, 1997. "Estimating continuous-time stochastic volatility models of the short-term interest rate," Journal of Econometrics, Elsevier, vol. 77(2), pages 343-377, April.
    3. Harry M. Markowitz, 2010. "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 1-23, December.
    4. Campbell, John Y. & Viceira, Luis M., 2002. "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors," OUP Catalogue, Oxford University Press, number 9780198296942.
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