The Mean–Variance Framework and Long Horizons
Author:
Affiliation:
1. Thomas Albrecht is an assistant professor in finance and banking in the Department of Law and Economics, University of Bayreuth, Germany.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v54.n4.2197
Reference4 articles.
1. Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon
2. Portfolio Performance and the Investment Horizon
3. Optimal Investment Proportions in Senior Securities and Equities Under Alternative Holding Periods
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