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Portfolio Composition and the Investment Horizon · Study

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ArticlePortfolio Composition and the Investment Horizon

Deborah L. Gunthorpe1994

Article1994

Portfolio Composition and the Investment Horizon

Deborah L. Gunthorpe · Haim Kedar‐Levy

51 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

Abstract

(1994). Portfolio Composition and the Investment Horizon. Financial Analysts Journal: Vol. 50, No. 1, pp. 51-56.

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2011Investment horizon effect on asset allocation between value and growth strategies 2011The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market 2008Dynamic asset allocation strategies using a stochastic dynamic programming aproach 2009Portfolio allocation and the investment horizon: a multiscaling approach 2009The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds 2018Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs 2005The cult of the equity for pension funds: should it get the boot?2004Formulating retirement targets and the impact of time horizon on asset allocation

Details

Year1994

Typearticle

Published1994-01-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations51

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2469/faj.v50.n1.51

openalex_workW2178142802

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