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Investment time horizon and asset allocation models

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Authors and Affiliations

  1. Crédit Agricole Indosuez, Geneva, Switzerland

    Gregory Lenoir

  2. BCV, CP 300, CH-1001, Lausanne, Switzerland

    Nils S. Tuchschmid

Authors
  1. Gregory Lenoir
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  2. Nils S. Tuchschmid
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Additional information

This paper benefits from the financial support of the CTI (Commission for Technology and Information # 4036.1) and Synchrony Asset Management. The first version was written when both authors were working at Synchrony.

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Lenoir, G., Tuchschmid, N.S. Investment time horizon and asset allocation models. Fin Mkts Portfolio Mgmt 15, 76–93 (2001). https://doi.org/10.1007/s11408-001-0106-2

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  • DOI: https://doi.org/10.1007/s11408-001-0106-2

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