Horizon length and portfolio risk (Q1610494)
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scientific article; zbMATH DE number 1784204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Horizon length and portfolio risk |
scientific article; zbMATH DE number 1784204 |
Statements
Horizon length and portfolio risk (English)
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20 August 2002
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dynamic portfolio
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convex risk tolerance
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time horizon
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asset demand
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