The Investment Horizon and Dynamic Asset Allocation - Some Experimental Evidence

Alexander Klos ()
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Alexander Klos: Sonderforschungsbereich 504, Postal: L 13, 15, D-68131 Mannheim

No 04-09, Sonderforschungsbereich 504 Publications from Sonderforschungsbereich 504, Universität Mannheim, Sonderforschungsbereich 504, University of Mannheim

Abstract: This paper presents the results of an asset allocation experiment on the influence of the investment horizon on risk taking. We investigate exposures to the risky asset for an investment horizon of one and two periods in a dynamic setting. We found no significant difference in allocations.

Pages: 6 pages
Date: 2004-04-07
Note: Financial support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
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