Title of article :
The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
Author/Authors :
Marten Hillebrand، نويسنده , , Jan Wenzelburger، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2006
Keywords :
Financial markets , CAPM , Multiperiod portfolio decisions , Rational expectations
Journal title :
Journal of Mathematical Economics
Journal title :
Journal of Mathematical Economics