Lifetime asset allocation with long run risk and time various risk aversion
Tao Tang, Ronghua Luo, Jing Gu
| Year of publication: |
2023
|
|---|---|
| Authors: | Tang, Tao ; Luo, Ronghua ; Gu, Jing |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 230-251
|
| Subject: | Asset allocation | Long term investment | Risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risiko | Risk | Kapitalanlage | Financial investment | Investitionsrisiko | Investment risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431337