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The investment horizon and asset pricing models

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dc.contributor.authorWalsh, Kathleen
dc.date.accessioned2015-12-07T22:24:53Z
dc.date.issued2015
dc.date.updated2015-12-07T09:29:39Z
dc.description.abstractThe Life Cycle Hypothesis suggests that the primary motivation for saving is to accumulate resources in order to fund retirement. This suggests that investors have heterogeneous investment horizons, yet many tests of the CAPM assume homogeneous horizons.
dc.identifier.issn0312-8962
dc.identifier.urihttp://hdl.handle.net/1885/21026
dc.publisherUniversity of New South Wales
dc.sourceAustralian Journal of Management
dc.titleThe investment horizon and asset pricing models
dc.typeJournal article
local.bibliographicCitation.issue2
local.bibliographicCitation.lastpage294
local.bibliographicCitation.startpage277
local.contributor.affiliationWalsh, Kathleen, College of Business and Economics, ANU
local.contributor.authoruidWalsh, Kathleen, u4955047
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150205 - Investment and Risk Management
local.identifier.ariespublicationu4044158xPUB15
local.identifier.citationvolume40
local.identifier.doi10.1177/0312896214521439
local.identifier.scopusID2-s2.0-84930406657
local.type.statusPublished Version

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