Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence

Journal of International Money and Finance

Volumn 28, Issue 3, 2009, Pages 427-453

  Rapach, David E ^a   Wohar, Mark E ^b  

^a SAINT LOUIS UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Intertemporal hedging demand; Multi period portfolio choice problem; Parametric bootstrap; Return predictability

Indexed keywords

EID: 62349121936     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2008.12.004     Document Type: Article

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