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Publications by Owain Apgwilym
Time Varying Prospective Utility and Optimal Asset Allocation for Stocks and Bonds: The Case of Australia and Japan, 1926-1995
SSRN Electronic Journal
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Optimal International Asset Allocation With Time-Varying Risk
Scottish Journal of Political Economy
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Asset Allocation, Time Diversification and Portfolio Optimization for Retirement
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Asset Allocation With Regime-Switching: Discrete-Time Case
ASTIN Bulletin
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Do Commodities Add Economic Value in Asset Allocation? New Evidence From Time-Varying Moments
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Precautionary Savings in Stocks and Bonds
SSRN Electronic Journal
Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems
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Optimal Monetary Policy and Asset Prices: The Case of Colombia
Optimal Asset Allocation in Life Insurance: The Impact of Regulation
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Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?
SSRN Electronic Journal