The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
type: Item
instance of: scholarly article
title: The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
zbMATH Open document ID: 1141.91447
author: Marten Hillebrand
author: Jan Wenzelburger
published in: Journal of Mathematical Economics
publication date: 2006-12-07T00:00:00Z
full work available at URL: https://pub.uni-bielefeld.de/record/2315299
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5077811
zbMATH Keywords: capm
zbMATH Keywords: financial markets
zbMATH Keywords: multiperiod portfolio decisions
zbMATH Keywords: rational expectations
MaRDI profile type: Publication
OpenAlex ID: W1988116701
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DOI: 10.1016/J.JMATECO.2005.12.005
description: scientific article; zbMATH DE number 5077811