Investment performance and holding periods: An investigation of the major UK asset classes
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DOI: 10.1057/jam.2009.16
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References listed on IDEAS
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Cited by:
- Jia Wang, 2011. "Impact of investment horizon on the performance of value versus growth styles and style allocation," Journal of Asset Management, Palgrave Macmillan, vol. 12(6), pages 438-446, December.
- Annika Hegemann & Angela Kunoth & Kristina Rupp & Caren Sureth-Sloane, 2017. "Hold or sell? How capital gains taxation affects holding decisions," Review of Managerial Science, Springer, vol. 11(3), pages 571-603, July.
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Keywords
asset classes; holding period diversification; block bootstrap;All these keywords.
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