Assets Returns Volatility and Investment Horizon : The French Case
Year of publication: |
2009
|
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Authors: | Bec, Frederique |
Other Persons: | Gollier, Christian (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Frankreich | France | Prognose | Forecast | Institutioneller Investor | Institutional investor | Volatilität | Volatility | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (26 p) |
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Series: | CESifo Working Paper Series ; No. 2622 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1392168 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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