Matches in SemOpenAlex for { <https://semopenalex.org/work/W2383058157> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2383058157 abstract "This paper assumes the expected return of stock follow a mean-reverting stochastic process and solves,in closed form,the asset allocation problem for an investor with power utility function over wealth.We analyze the impact of investor's horizon on asset allocation and find that long-term investors hold more stock than short-term investors.Although investors with different horizon have the same myopic allocation,strategic allocation increases as horizon increase." @default.
- W2383058157 created "2016-06-24" @default.
- W2383058157 creator A5091720945 @default.
- W2383058157 date "2006-01-01" @default.
- W2383058157 modified "2023-09-23" @default.
- W2383058157 title "Strategic Asset Allocation Choice for Long-Term Investors" @default.
- W2383058157 hasPublicationYear "2006" @default.
- W2383058157 type Work @default.
- W2383058157 sameAs 2383058157 @default.
- W2383058157 citedByCount "0" @default.
- W2383058157 crossrefType "journal-article" @default.
- W2383058157 hasAuthorship W2383058157A5091720945 @default.
- W2383058157 hasConcept C10138342 @default.
- W2383058157 hasConcept C106159729 @default.
- W2383058157 hasConcept C117219021 @default.
- W2383058157 hasConcept C121332964 @default.
- W2383058157 hasConcept C127413603 @default.
- W2383058157 hasConcept C135205223 @default.
- W2383058157 hasConcept C139819358 @default.
- W2383058157 hasConcept C159176650 @default.
- W2383058157 hasConcept C162324750 @default.
- W2383058157 hasConcept C175444787 @default.
- W2383058157 hasConcept C204036174 @default.
- W2383058157 hasConcept C2524010 @default.
- W2383058157 hasConcept C2780821815 @default.
- W2383058157 hasConcept C28761237 @default.
- W2383058157 hasConcept C33923547 @default.
- W2383058157 hasConcept C38652104 @default.
- W2383058157 hasConcept C41008148 @default.
- W2383058157 hasConcept C61797465 @default.
- W2383058157 hasConcept C62520636 @default.
- W2383058157 hasConcept C76178495 @default.
- W2383058157 hasConcept C78519656 @default.
- W2383058157 hasConceptScore W2383058157C10138342 @default.
- W2383058157 hasConceptScore W2383058157C106159729 @default.
- W2383058157 hasConceptScore W2383058157C117219021 @default.
- W2383058157 hasConceptScore W2383058157C121332964 @default.
- W2383058157 hasConceptScore W2383058157C127413603 @default.
- W2383058157 hasConceptScore W2383058157C135205223 @default.
- W2383058157 hasConceptScore W2383058157C139819358 @default.
- W2383058157 hasConceptScore W2383058157C159176650 @default.
- W2383058157 hasConceptScore W2383058157C162324750 @default.
- W2383058157 hasConceptScore W2383058157C175444787 @default.
- W2383058157 hasConceptScore W2383058157C204036174 @default.
- W2383058157 hasConceptScore W2383058157C2524010 @default.
- W2383058157 hasConceptScore W2383058157C2780821815 @default.
- W2383058157 hasConceptScore W2383058157C28761237 @default.
- W2383058157 hasConceptScore W2383058157C33923547 @default.
- W2383058157 hasConceptScore W2383058157C38652104 @default.
- W2383058157 hasConceptScore W2383058157C41008148 @default.
- W2383058157 hasConceptScore W2383058157C61797465 @default.
- W2383058157 hasConceptScore W2383058157C62520636 @default.
- W2383058157 hasConceptScore W2383058157C76178495 @default.
- W2383058157 hasConceptScore W2383058157C78519656 @default.
- W2383058157 hasLocation W23830581571 @default.
- W2383058157 hasOpenAccess W2383058157 @default.
- W2383058157 hasPrimaryLocation W23830581571 @default.
- W2383058157 hasRelatedWork W1513685163 @default.
- W2383058157 hasRelatedWork W1517304435 @default.
- W2383058157 hasRelatedWork W1973978982 @default.
- W2383058157 hasRelatedWork W2021824814 @default.
- W2383058157 hasRelatedWork W2045096981 @default.
- W2383058157 hasRelatedWork W2057799191 @default.
- W2383058157 hasRelatedWork W2144648311 @default.
- W2383058157 hasRelatedWork W2145441293 @default.
- W2383058157 hasRelatedWork W2153008882 @default.
- W2383058157 hasRelatedWork W2167118800 @default.
- W2383058157 hasRelatedWork W2260553999 @default.
- W2383058157 hasRelatedWork W2357815217 @default.
- W2383058157 hasRelatedWork W2463623999 @default.
- W2383058157 hasRelatedWork W2569489199 @default.
- W2383058157 hasRelatedWork W2607117431 @default.
- W2383058157 hasRelatedWork W2788911476 @default.
- W2383058157 hasRelatedWork W3121580365 @default.
- W2383058157 hasRelatedWork W1614499897 @default.
- W2383058157 hasRelatedWork W1931068137 @default.
- W2383058157 hasRelatedWork W3043322192 @default.
- W2383058157 isParatext "false" @default.
- W2383058157 isRetracted "false" @default.
- W2383058157 magId "2383058157" @default.
- W2383058157 workType "article" @default.