Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Year of publication: |
2014
|
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Authors: | Van Wyk de Vries, Esti ; Gupta, Rangan ; Van Eyden, Reneé |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 4, p. 744-775
|
Subject: | intertemporal hedging demand | multi-period portfolio choice | return predictability | South Africa | portfolio allocation | financial markents | Südafrika | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory |
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