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Assets Returns Volatility and Investment Horizon: The French Case
Bec, Frédérique
;
Gollier, Christian
-
CESifo
-
2009
-horizon investors overstate the share of bonds in their portfolio choice when neglecting the horizon effect on
risk
of asset returns …
Persistent link: https://www.econbiz.de/10005000370
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2
Term Structure and Cyclicity of Value-at-
Risk
: Consequences for the Solvency Capital Requirement
Bec, Frédérique
;
Gollier, Christian
-
CESifo
-
2009
This paper explores empirically the link between French equities returns Value-at-
Risk
(VaR) and the state of financial …
Persistent link: https://www.econbiz.de/10005051507
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