Horizon length and portfolio risk

Journal of Risk and Uncertainty

Volumn 24, Issue 3, 2002, Pages 195-212

  Gollier, Christian ^a   Zeckhauser, Richard J ^b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Asset demand; Convex risk tolerance; Dynamic portfolio; Time horizon

Indexed keywords

EID: 0036275494     PISSN: 08955646     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015697417916     Document Type: Article

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