Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
Year of publication: |
1997
|
---|---|
Authors: | Balvers, Ronald J. ; Mitchell, Douglas W. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 43.1997, 11, p. 1537-1551
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | dynamic portfolio choice | autocorrelated returns | age effects | dollar-cost averaging |
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