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DP5773 | Optimal Value and Growth Tilts in Long-Horizon Portfolios
Author(s)
Luis M Viceira
Jakub W Jurek
Publication Date
30/07/2006
JEL Code(s)
G12
Keyword(s)
Intertemporal hedging, Portfolio choice, Risk and value, Growth investing
Programme Area(s)
Financial Economics
Network(s)
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Abstract