Portfolio Choice With Time Horizon Risk
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DOI: 10.1142/S0219024923500267
Note: View the original document on HAL open archive server: https://hal.science/hal-04501750
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More about this item
Keywords
timing risk; portfolio choice; risk aversion;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2024-04-15 (Risk Management)
- NEP-UPT-2024-04-15 (Utility Models and Prospect Theory)
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