Long-horizon asset and portfolio returns revisited : evidence from US markets
Year of publication: |
2023
|
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Authors: | Tri Hoang |
Published in: |
Cogent business & management. - London : Taylor & Francis, ISSN 2331-1975, ZDB-ID 2837523-3. - Vol. 10.2023, 2, Art.-No. 2238147, p. 1-16
|
Subject: | bootstrap simulation | central limit theorem | long-run investment | normal distribution | uncertainty about the expected return | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23311975.2023.2238147 [DOI] hdl:10419/294549 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; c58 ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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