Autocorrelated returns and optimal intertemporal portfolio choice

Management Science

Volumn 43, Issue 11, 1997, Pages 1537-1551

  Balvers, Ronald J ^a   Mitchell, Douglas W ^a  

^a WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

Age Effects; Autocorrelated Returns; Dollar Cost Averaging; Dynamic Portfolio Choice

Indexed keywords

CORRELATION METHODS; COST ACCOUNTING; DYNAMIC PROGRAMMING; OPTIMIZATION; PARAMETER ESTIMATION; RISK ASSESSMENT;

INVESTMENT;

MARKETING;

EID: 0031275612     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.43.11.1537     Document Type: Article

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