A mean-variance benchmark for intertemporal portfolio theory
Year of publication: |
2014
|
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Authors: | Cochrane, John H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 1, p. 1-50
|
Subject: | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | CAPM | Theorie | Theory |
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