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B Hansson, M Persson - Financial Analysts Journal, 2000 - Taylor & Francis

Time diversification and estimation risk.

STEM and diversification

Hansson

GSID: HDWG5HpnoM8J

Excerpt

… horizons, the change in portfolio weights might stem from the fact that with longer investment … Our evidence supports the existence of time diversification: The weights for stock in efficient …

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