Portfolio Choice with Time Horizon Risk

Alexis Direr ()

No 2916, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

Keywords: portfolio choice; risk aversion; timing risk (search for similar items in EconPapers)
Date: 2021
New Economics Papers: this item is included in nep-cwa, nep-fmk and nep-upt
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://data.leo-univ-orleans.fr/media/search-works/2916/dr-leo-2021-19.pdf

Related works:
Working Paper: Portfolio choice with time horizon risk (2020)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:leo:wpaper:2916

Access Statistics for this paper

More papers in LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Contact information at EDIRC.
Bibliographic data for series maintained by Sébastien Galanti ().