1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Year of publication: |
2010
|
---|---|
Authors: | Fugazza, Carolina ; Guidolin, Massimo ; Nicodano, Giovanna |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | equally weighted portfolios | long investment horizon | real-time strategic asset allocation | public real estate vehicles | ex post performance | predictability | parameter uncertainty |
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