Investment horizon effect on asset allocation between value and growth strategies
نویسندگان
چکیده
⁎ Corresponding author. Tel.: +61 3 9905 1561; fax: E-mail addresses: [email protected] (S. Kim), [email protected] (R. Gençay). 1 Tel.: +82 53 950 7413; fax: +82 53 950 6247. 2 Tel.: +1 778 7823508; fax: +1 778 7825944. 3 One potential explanation is time-varying risk: that is, strategies is high in bad timeswhen the expectedpremium times when the expected premium for risk is low (see Pe
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تاریخ انتشار 2011