Optimal value and growth tilts in long-horizon portfolios
By: Jakub W. Jurek, Luis M. Viceira.
Contributors: Viceira, Luis M.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12017.; Working paper series (National Bureau of Economic Research) -- working paper no. 12017.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 56
Subjects: Portfolio management -- Econometric models
Notes: "January 2006."

Includes bibliographical references (p. 34-38).

Also available in PDF from the NBER world wide web site (www.nber.org).