PORTFOLIO MANAGEMENT - Time Diversification and Estimation Risk - A bootstrap approach allows investigation of whether weights for stocks and bills in an efficient portfolio vary systematically with investment horizon.
| Year of publication: |
2000
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|---|---|
| Authors: | Hansson, Björn ; Persson, Mattias |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 5, p. 55-62
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