A paradox of the mean variance setting for the long term investor
Abraham Lioui
| Year of publication: |
[2014]
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| Authors: | Lioui, Abraham |
| Published in: |
Models and methods in economics and management science : essays in honor of Charles S. Tapiero. - Cham : Springer, ISBN 978-3-319-37505-2. - 2014, p. 75-93
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| Subject: | Mean Reversion | Mean reversion | Varianzanalyse | Analysis of variance | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Dauer | Duration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-00669-7_5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011551843