SFB 504 discussion paper
L 13, 15, D-68131 Mannheim
The Investment Horizon and Dynamic Asset Allocation - Some Experimental Evidence
- This paper presents the results of an asset allocation experiment on the influence of the investment horizon on risk taking. We investigate exposures to the risky asset for an investment horizon of one and two periods in a dynamic setting. We found no significant difference in allocations.
- B4 Weber
- Creation date:
- Publication Status
- Downloadable version
- Download titlepage for internal use only
Direct questions and comments to our webmaster.