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The Time Diversification Puzzle: A Survey Cover

The Time Diversification Puzzle: A Survey

Financial Planning Research Journal
Volume 2 (2016): Issue 2 (December 2016)
By: Robert J. Bianchi,  Michael E. Drew and  Adam N. Walk  
Open Access
|Mar 2024

Figures & Tables

Figure 1:

The impact of preferences and return characteristics on time diversification This figure reproduces Exhibit 2 (p. 68) from Kritzman and Rich (1998) that shows how the allocation to risky assets varies with utility function, risk aversion and the asset return process.
The impact of preferences and return characteristics on time diversification This figure reproduces Exhibit 2 (p. 68) from Kritzman and Rich (1998) that shows how the allocation to risky assets varies with utility function, risk aversion and the asset return process.
DOI: https://doi.org/10.2478/fprj-2016-0009 | Journal eISSN: 2206-1355 | Journal ISSN: 2206-1347
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Language: English
Page range: 12 - 48
Submitted on: Jul 11, 2016
|
Accepted on: Sep 8, 2016
|
Published on: Mar 17, 2024
Published by: Financial Advice Association of Australia
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Time diversification,
Risk,
Investment horizon
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Business management,
Business management, other,
Industries,
Banks, financial service provider, insurers

© 2024 Robert J. Bianchi, Michael E. Drew, Adam N. Walk, published by Financial Advice Association of Australia
This work is licensed under the Creative Commons Attribution 4.0 License.

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