The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321)

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scientific article; zbMATH DE number 5077811
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    The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
    scientific article; zbMATH DE number 5077811

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      The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (English)
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      7 December 2006
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      capm
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      financial markets
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      multiperiod portfolio decisions
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      rational expectations
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