Optimal Value and Growth Tilts in Long-Horizon Portfolios
Year of publication: |
2006-02
|
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Authors: | Viceira, Luis M. ; Jurek, Jakub W. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Jakub W. Jurek & Luis M. Viceira, 2011. "Optimal Value and Growth Tilts in Long-Horizon Portfolios," Review of Finance, European Finance Association, vol. 15(1), pages 29-74. Number 12017 |
Classification: | G12 - Asset Pricing |
Source: |
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