Horizon length and portfolio risk
type: Item
instance of: scholarly article
title: Horizon length and portfolio risk
zbMATH Open document ID: 1005.91061
DOI: 10.1023/A:1015697417916
author: Christian Gollier
author: Richard J. Zeckhauser
published in: Journal of Risk and Uncertainty
publication date: 2002-08-20T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1784204
zbMATH Keywords: dynamic portfolio
zbMATH Keywords: convex risk tolerance
zbMATH Keywords: time horizon
zbMATH Keywords: asset demand
MaRDI profile type: Publication
full work available at URL: a:1015697417916
OpenAlex ID: W2124946713
description: scientific article; zbMATH DE number 1784204