Investment horizon effect on asset allocation between value and growth strategies - In, Francis; Kim, Sangbae; Gençay, Ramazan (Economic modelling, 2011)
Keywords: Asset allocation; Asset allocation Value stocks Growth stocks Investment horizon Wavelet analysis; Assets; Decision making; Development strategies; Economic models; Economics; Growth stocks; Growth theory; Investment; Investment horizon; Investment policy; Investments; Portfolio management; Portfolios; Risk; Risk exposure; Stock exchange; Stocks; Studies; Value; Value stocks; Wavelet analysis; Growth stocks; Asset allocation; Value stocks; G10; G12; Wavelet analysis; Investment horizon