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~isPartOf:"Carlo Alberto Notebooks"
~language:"eng"
~language:"nld"
~person:"Guidolin, Massimo"
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equally weighted portfolios
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long investment horizon
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parameter uncertainty
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Guidolin, Massimo
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1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Fugazza, Carolina
;
Guidolin, Massimo
;
Nicodano, Giovanna
-
Collegio Carlo Alberto, Università degli Studi di Torino
-
2010
whether this finding holds for longer
investment
horizons, when the asset menu includes bonds and real estate beyond stocks …
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