Horizon length and portfolio risk (Q1610494)

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scientific article; zbMATH DE number 1784204
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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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