On Tobin's Multiperiod Portfolio Theorem
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References listed on IDEAS
- Lee, Cheng F. & Wu, Chunchi & Wei, K. C. John, 1990. "The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 361-376, September.
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More about this item
KeywordsTobin’s multiperiod portfolio Theorem; the simple rebalancing Strategy (Tobin’s Strategy); non-Tobin’s Strategy; the buy-and-hold Strategy; the stochastic rebalancing strategy;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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