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