SFB 504 discussion paper 04-09

Alexander Klos
Sonderforschungsbereich 504
L 13, 15, D-68131 Mannheim
klos@bank.bwl.uni-mannheim.de

The Investment Horizon and Dynamic Asset Allocation - Some Experimental Evidence


Abstract:
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.
Keywords:
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Project:
B4 Weber
Creation date:
2004-04-07
Publication Status
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