Multiperiod Portfolio Allocation
The research finds that considering volatility clustering reduces hedging demands in dynamic multiperiod portfolio choices, while non-normalities have minor effects on allocations.
Featured in No. 22 on 18 Oct 2023 · on release day
- Released
- 18 Oct 2023
- First featured
- No. 22 · 18 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001201
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