Dynamic Consumption and Portfolio Decisions with
Estimated Low Frequency Movements of Asset Returns
Willi Semmler and Chih-Ying Hsiao
The Journal of Wealth Management Fall 2011, 14 (2) 101-111; DOI: https://doi.org/10.3905/jwm.2011.14.2.101
Willi Semmler
is a professor in the Economics Department at the New School in New York, NY.
Chih-Ying Hsiao
is a manager in Group Quantitative at the Commonwealth Bank of Australia in Sydney, Australia.
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Dynamic Consumption and Portfolio Decisions with
Estimated Low Frequency Movements of Asset Returns
Estimated Low Frequency Movements of Asset Returns
Willi Semmler, Chih-Ying Hsiao
The Journal of Wealth Management Jul 2011, 14 (2) 101-111; DOI: 10.3905/jwm.2011.14.2.101