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12-053/2 - Long-Term versus Short-Term Contingencies in Asset Allocation

  • Authors
    Mahmoud Botshekan, VU University Amsterdam; Andre Lucas, VU University Amsterdam, and Duisenberg school of finance
  • Publication date
    May 15, 2012
  • Keywords
    Portfolio choice, long and short-term asset allocation, trend-cycle decomposition, GMM under short-sale constraints
  • JEL
    G11
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