Assets Returns Volatility and Investment Horizon: The French Case
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- Frédérique Bec & Christian Gollier, 2008. "Assets returns volatility and investment horizon: The French case," THEMA Working Papers 2008-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frédérique Bec & Christian Gollier, 2009. "Assets Returns Volatility and Investment Horizon: The French Case," CESifo Working Paper Series 2622, CESifo.
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Cited by:
- Spaenjers, Christophe & Spira, Sven Michael, 2015.
"Subjective life horizon and portfolio choice,"
Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 94-106.
- Spaenjers , Christophe & Spira, Sven Michael, 2013. "Subjective Life Horizon and Portfolio Choice," HEC Research Papers Series 985, HEC Paris.
- Gollier, C., 2015. "Long-term savings: the case of life insurance in France," Financial Stability Review, Banque de France, issue 19, pages 129-136, April.
- Thomas Url, 2009. "Die volkswirtschaftliche Rolle von Investmentfonds und die Ertragschancen langfristiger Aktienveranlagungen," WIFO Studies, WIFO, number 37583, January-A.
- Liu, Qiang & Xiang, Yun & Zhao, Yonghong, 2019. "An outperforming investment strategy under fractional Brownian motion," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 505-515.
- Fischer, Katharina & Schlütter, Sebastian, 2012. "Optimal investment strategies for insurance companies in the presence of standardised capital requirements," ICIR Working Paper Series 09/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2007-08-27 (European Economics)
- NEP-FMK-2007-08-27 (Financial Markets)
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