Optimal Value and Growth Tilts in Long-Horizon Portfolios

Luis Viceira () and Jakub W Jurek

No 5773, CEPR Discussion Papers from C.E.P.R. Discussion Papers

Keywords: Intertemporal hedging; Portfolio choice; Risk and value; Growth investing (search for similar items in EconPapers)
JEL-codes: G12 (search for similar items in EconPapers)
Date: 2006-07
New Economics Papers: this item is included in nep-cfn and nep-fin
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Optimal Value and Growth Tilts in Long-Horizon Portfolios (2011)
Working Paper: Optimal Value and Growth Tilts in Long-Horizon Portfolios (2006)
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