Strategic asset allocation portfolio choice for long-term investors
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| Format: | Book |
| Language: | Undetermined English |
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Oxford University Press
2003
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Table of Contents:
- 1. Introduction -- 2. Myopic Portfolio Choice -- 2.1. Short-Term Portfolio Choice -- 2.2. Myopic Long-Term Portfolio Choice -- 2.3. Conclusion -- 3. Who Should Buy Long-Term Bonds? -- 3.1. Long-Term Portfolio Choice in a Model -- with Constant Variances a