Samuelson test of time diversification in portfolio allocation
Does investment horizon change optimal portfolio risk if investors only care about final log wealth?
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The old adage "young men should invest in equities, old men should invest in bonds" is wrong.
Cite As
Joseph Clark (2026). Samuelson test of time diversification in portfolio allocation (https://se.mathworks.com/matlabcentral/fileexchange/53643-samuelson-test-of-time-diversification-in-portfolio-allocation), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (2.46 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
