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~subject:"Betriebsmittelverwaltung"
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Betriebsmittelverwaltung
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Rey, David
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Universität Basel - Abteilung Finanzmarkttheorie - Publikationen
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Tactical Asset Allocation, Parameter Uncertainty, and Intertemporal Hedging : an Exploratory Study for the Swiss Stock Market
Rey, David
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2004
This paper examines how the evidence of stock market predictability affects optimal portfolio choice for buy-and-hold and dynamic investors withdifferent planning horizons.
Persistent link: https://www.econbiz.de/10005849474
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