Levy, Haim,

Stocks, bonds, and the investment horizon decision-making for the long run / [e-book] : Haim Levy. - 1 recurso electrónico (477 páginas) : ilustraciones, gráficas.

Asset allocation and the horizon: the ongoing disputes -- The distribution of returns and the horizon -- Mean–variance, stochastic dominance, and the investment horizon -- Performance indices and the investment horizon -- Stocks versus bonds: mean–variance and expected utility paradigms -- Risk and the horizon: the discounting cash-flows approach with Rothschild and Stigliz's definition of risk -- Stock risk: do historical crashes tell the whole story? the black swan hypothesis -- Discrete and continous returns and the investment horizon -- Almost stochastic dominance rules and the horizon -- Prospect theory and the horizon -- The change in the relative attractiveness of stocks and bonds with the horizon with a riskless asset.

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LE658.1554 / L668S