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"Horizon effect in the term structure of long-run risk-return trade-offs."

Cédric Okou, Eric Jacquier (2016)

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DOI: 10.1016/J.CSDA.2014.07.004

access: closed

type: Journal Article

metadata version: 2020-02-18

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Cédric Okou, Eric Jacquier:
Horizon effect in the term structure of long-run risk-return trade-offs. Comput. Stat. Data Anal. 100: 445-466 (2016)

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