DP5773 Optimal Value and Growth Tilts in Long-Horizon Portfolios
Author(s): | Jakub W Jurek, Luis M Viceira |
Publication Date: | July 2006 |
Keyword(s): | growth investing, intertemporal hedging, portfolio choice, risk and value |
JEL(s): | G12 |
Programme Areas: | Financial Economics |
Link to this Page: | cepr.org/active/publications/discussion_papers/dp.php?dpno=5773 |