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Optimal value and growth tilts in long-horizon portfolios / Jakub W. Jurek, Luis M. Viceira
Author:
Jurek, Jakub W.
Published:
Cambridge, MA : National Bureau of Economic Research, [2006]
Copyright Date:
©2006
Physical Description:
56 pages : illustrations ; 22 cm.
Additional Creators:
Viceira, Luis M.
and
National Bureau of Economic Research
Online Version
www.nber.org
, Click here to download PDF file
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Series:
Working paper series (National Bureau of Economic Research) ; working paper no. 12017
Subject(s):
Portfolio management
—
Econometric models
Note:
"January 2006."
Bibliography Note:
Includes bibliographical references.
Other Forms:
Also available in PDF from the NBER world wide web site (www.nber.org).
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| catkey: 3122237