The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
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Publication:855321
DOI10.1016/J.JMATECO.2005.12.005zbMath1141.91447OpenAlexW1988116701MaRDI QIDQ855321
Marten Hillebrand, Jan Wenzelburger
Publication date: 7 December 2006
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://pub.uni-bielefeld.de/record/2315299
Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)
Related Items (4)
Learning in linear models with expectational leads ⋮ On the dynamics of asset prices and portfolios in a multiperiod CAPM ⋮ On non-ergodic asset prices ⋮ On the performance of efficient portfolios
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