Autocorrelation, Investment Horizon and Efficient Frontier Composition
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1979.tb02038.x/fullpdf
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1. Functional form of stock return model: Some international evidence;The Quarterly Review of Economics and Finance;1997-03
2. The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time);The Financial Review;1994-11
3. Investment horizon and beta coefficients;Journal of Business Research;1990-08
4. The Analytics of the Intervaling Effect on Skewness and Kurtosis of Stock Returns;The Financial Review;1989-05
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