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Volumn 85, Issue 2, 2004, Pages 167-170

The investment horizon and dynamic asset allocation - Some experimental evidence

Author keywords

Dynamic asset allocation; Experiment; Investment horizon

Indexed keywords


EID: 4544378250     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.03.030     Document Type: Article
Times cited : (4)

References (13)
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  • 2
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    • The influence of portfolio characteristics and investment period on investment choice
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    • Anderson, B.1    Settle, J.2
  • 3
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    • Strategic asset allocation-portfolio choice for long-term investors
    • Oxford: Oxford Univ. Press
    • Campbell J. Viceira L. Strategic asset allocation-portfolio choice for long-term investors Clarendon Lectures in Economics 2002 Oxford Univ. Press Oxford
    • (2002) Clarendon Lectures in Economics
    • Campbell, J.1    Viceira, L.2
  • 7
    • 0001854308 scopus 로고
    • What practitioners need to know about time diversification
    • Kritzman M. What practitioners need to know about time diversification Financial Analysts Journal 50 1994 14-18
    • (1994) Financial Analysts Journal , vol.50 , pp. 14-18
    • Kritzman, M.1
  • 8
    • 0032091457 scopus 로고    scopus 로고
    • Beware of dogma: The truth about time diversification
    • Kritzman M. Rich D. Beware of dogma: the truth about time diversification Journal of Portfolio Management 25 1998 66-77
    • (1998) Journal of Portfolio Management , vol.25 , pp. 66-77
    • Kritzman, M.1    Rich, D.2
  • 9
    • 0000314740 scopus 로고
    • Lifetime portfolio selection: The continuous-time case
    • Merton R. Lifetime portfolio selection: the continuous-time case Review of Economics and Statistics 51 1969 247-257
    • (1969) Review of Economics and Statistics , vol.51 , pp. 247-257
    • Merton, R.1
  • 10
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    • Optimal multiperiod portfolio policies
    • Mossin J. Optimal multiperiod portfolio policies Journal of Business 41 1968 215-229
    • (1968) Journal of Business , vol.41 , pp. 215-229
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  • 11
    • 0001786618 scopus 로고
    • Risk and uncertainty: A fallacy of large numbers
    • Samuelson P. Risk and uncertainty: a fallacy of large numbers Scientia 98 1963 108-113
    • (1963) Scientia , vol.98 , pp. 108-113
    • Samuelson, P.1
  • 12
    • 0000314743 scopus 로고
    • Lifetime portfolio selection by dynamic stochastic programming
    • Samuelson P. Lifetime portfolio selection by dynamic stochastic programming Review of Economics and Statistics 51 1969 239-246
    • (1969) Review of Economics and Statistics , vol.51 , pp. 239-246
    • Samuelson, P.1
  • 13
    • 4544248979 scopus 로고    scopus 로고
    • The influence of different investment horizons on risk behavior
    • (in press)
    • Siebenmorgen N. Weber M. The influence of different investment horizons on risk behavior Journal of Behavioral Finance 2004 (in press)
    • (2004) Journal of Behavioral Finance
    • Siebenmorgen, N.1    Weber, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.