A utility approach to the portfolio allocation decision and the investment horizon. The answer as to different time horizons: It depends

Journal of Portfolio Management

Volumn 25, Issue 1, 1998, Pages 81-87

  Bierman Jr , Harold ^a  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032217361     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.409654     Document Type: Article

References (10)

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8. _. "Risk and Uncertainty: A Fallacy of Large Numbers." Scientia, XCV, iii (1963), pp. 108-113.
9. Taggart, R. A., Jr. Quantitative Analysis for Investment Management. Upper Saddle River, NJ: Prentice-Hall, 1996.
10. Thorley, S.R. "The Time-Diversification Controversy." Financial Analysts Journal, May/June 1995, pp. 68-76.