Implications of Long-Run Risk for Asset Allocation Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.2046566 ◽

2012 ◽

Cited By ~ 3

Author(s):

Doron Avramov ◽

Scott Cederburg

Keyword(s):

Asset Allocation ◽

Long Run ◽

Long Run Risk ◽

Allocation Decisions

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Implications of Long-Run Risk for Asset Allocation Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.1909622 ◽

2011 ◽

Author(s):

Scott Cederburg ◽

Doron Avramov

Keyword(s):

Asset Allocation ◽

Long Run ◽

Long Run Risk ◽

Allocation Decisions

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Asset Allocation Decisions—Making the Choice between Stocks and Bonds

CFA Digest ◽

10.2469/dig.v29.n3.540 ◽

1999 ◽

Vol 29 (3) ◽

pp. 94-94

Keyword(s):

Asset Allocation ◽

Allocation Decisions

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Emerging and frontier Africa’s currency carry trades : any value to asset allocation decisions?

African Journal of Business and Economic Research ◽

10.31920/1750-4562/2018/v13n2a3 ◽

2018 ◽

Vol 13 (2) ◽

pp. 61-80

Author(s):

Eric Nkansah ◽

Irrshad Kaseeram

Keyword(s):

Asset Allocation ◽

Allocation Decisions

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Cointegration and Long-Run Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.1091033 ◽

2008 ◽

Cited By ~ 3

Author(s):

Ravi Bansal ◽

Dana Kiku

Keyword(s):

Asset Allocation ◽

Long Run

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Leisure, Consumption and Long Run Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2082496 ◽

2012 ◽

Author(s):

Xiang Zhang

Keyword(s):

Long Run ◽

Long Run Risk

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The Relative Importance of Factors that Influence the Asset Allocation Decisions of Individual Investors

SSRN Electronic Journal ◽

10.2139/ssrn.2448535 ◽

2014 ◽

Author(s):

Annie Claire Zhang ◽

Ben Jacobsen ◽

Ben R. Marshall

Keyword(s):

Asset Allocation ◽

Individual Investors ◽

Relative Importance ◽

Allocation Decisions

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Short-Termism and the Asset Allocation Decisions of Defined Benefit Pension Plans

SSRN Electronic Journal ◽

10.2139/ssrn.3003624 ◽

2017 ◽

Author(s):

Garence Staraci ◽

Kyriakos Chousakos

Keyword(s):

Asset Allocation ◽

Pension Plans ◽

Defined Benefit ◽

Short Termism ◽

Allocation Decisions ◽

Defined Benefit Pension Plans

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Optimal Risk Sharing with Time Inconsistency and Long-Run Risk

SSRN Electronic Journal ◽

10.2139/ssrn.3489906 ◽

2019 ◽

Author(s):

Zhaneta Tancheva

Keyword(s):

Risk Sharing ◽

Time Inconsistency ◽

Long Run ◽

Long Run Risk ◽

Optimal Risk Sharing

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Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

SSRN Electronic Journal ◽

10.2139/ssrn.3573235 ◽

2020 ◽

Author(s):

Andras Fulop ◽

Jeremy Heng ◽

Junye Li ◽

Hening Liu

Keyword(s):

Monte Carlo ◽

Bayesian Estimation ◽

Sequential Monte Carlo ◽

Risk Models ◽

Long Run ◽

Long Run Risk

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Long-Run Risk, the Timing of Its Resolution, and the Interpretation of the Long-Run Risk Model

SSRN Electronic Journal ◽

10.2139/ssrn.3644640 ◽

2020 ◽

Author(s):

Hongseok Choi

Keyword(s):

Risk Model ◽

Long Run ◽

Long Run Risk

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