The impact of multiperiod planning horizons on portfolios and asset in a dynamic CAPM
Marten Hillebrand, Jan Wenzelburger
| Year of publication: |
2006
|
|---|---|
| Authors: | Hillebrand, Marten ; Wenzelburger, Jan |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 42.2006, 4/5, p. 565-593
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Rationale Erwartung | Rational expectations |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003376542