Portfolio allocation and the investment horizon: a multiscaling approach
Year of publication: |
2010
|
---|---|
Authors: | Kim, Sangbae ; In, Francis |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 4, p. 443-453
|
Publisher: |
Taylor & Francis Journals |
Subject: | Applied econometrics | Applied finance | Applied micro-econometrics | Asset allocation |
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