Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Year of publication: |
2001
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Authors: | Mitchell, Douglas W. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 41.2001, 3, p. 427-438
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Subject: | Portfolio-Management | Portfolio selection | Zeitverwendung | Time use | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Theorie | Theory | Korrelation | Correlation |
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