Horizon effect in the term structure of long-run risk-return trade-offs
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Publication:1659133
DOI10.1016/j.csda.2014.07.004zbMath1466.62169OpenAlexW3121673620MaRDI QIDQ1659133
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2014s-36.pdf
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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