Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995
Year of publication: |
2009
|
---|---|
Authors: | McManus, Ian ; Gwilym, Owain Ap ; Thomas, Stephen |
Published in: |
International Journal of Behavioural Accounting and Finance. - Inderscience Enterprises Ltd, ISSN 1753-1969. - Vol. 1.2009, 2, p. 95-110
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | prospective utility | asset allocation | equity risk premium | behavioural finance | UK | United Kingdom | myopic loss aversion | time variation | returns distributions | investment evaluation | equities | bonds |
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