Tactical Asset Allocation, Parameter Uncertainty, and Intertemporal Hedging : an Exploratory Study for the Swiss Stock Market

This paper examines how the evidence of stock market predictability affects optimal portfolio choice for buy-and-hold and dynamic investors withdifferent planning horizons.

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Year of publication:	2004-10-07
Authors:	Rey, David
Publisher:	Universität <Basel> / Abteilung Finanzmarkttheorie
Subject:	Hedging / Termingeschäft \| Unsicherheit \| Asset <Informatik> \| Betriebsmittelverwaltung \| resource management

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Extent:	64 p. application/pdf
Series:	Universität Basel - Abteilung Finanzmarkttheorie - Publikationen Working Papers ; 4/04
Type of publication:	Book / Working Paper
Language:	English
Classification:	Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; Switzerland. General Resources
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005849474