Horizon Length and Portfolio Risk
收藏NBER1997-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0216
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资源简介：
In this paper, we compare the attitude towards current risk of two expected-utility-maximizing investors that are identical except that the first investor will live longer than the" second one. In one of the models under consideration, there are two assets at every period. The" first asset has a
提供机构：
美国国家经济研究局
创建时间：
1997-10-01
