Assets returns volatility and investment horizon: the french case
Year of publication: |
2009
|
---|---|
Authors: | Bec, Frédérique ; Gollier, Christian |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Kapitalertrag | Prognose | Institutioneller Anleger | Portfolio-Management | VAR-Modell | Schätzung | Frankreich | asset return predictability | investment horizon | vector autoregression |
Series: | CESifo Working Paper ; 2622 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 599570202 [GVK] hdl:10419/26667 [Handle] |
Classification: | G11 - Portfolio Choice |
Source: |
-
Assets returns volatility and investment horizon : the french case
Bec, Frédérique, (2009)
-
Assets Returns Volatility and Investment Horizon : The French Case
Bec, Frederique, (2009)
-
Assets Returns Volatility and Investment Horizon: The French Case
Bec, Frédérique, (2009)
- More ...
-
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement
Bec, Frédérique, (2009)
-
Assets Returns Volatility and Investment Horizon: The French Case
Bec, Frédérique, (2009)
-
Assets returns volatility and investment horizon: The French case
Bec, Frédérique, (2008)
- More ...