About this document
Long-Horizon Portfolio Theory Insights by Bruné is a document available to read on EtoBox.
- Author
- Bruné
- Language
- EN
Long-Horizon Portfolio Theory Insights by Bruné is a document available to read on EtoBox.
This paper examines long-horizon portfolio problems and corresponding equilibria by developing a "long-run" mean-variance framework. The key results are: 1) An investor