Investing for the long run when expected equity premium is nonnegative
Year of publication: |
2020
|
---|---|
Authors: | Zhang, Yugui ; Zhu, Jie ; Zhu, Xiaoneng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 63.2020, p. 1-21
|
Subject: | Asset allocation | Long horizon | Economic constraints | Equity premium | Estimation risk | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Risiko | Risk | Kapitalanlage | Financial investment |
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