Samuelson test of time diversification in portfolio allocation

Version 1.0.0.0 (2.46 KB) by Joseph Clark
Does investment horizon change optimal portfolio risk if investors only care about final log wealth?
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Updated 23 Oct 2015

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The old adage "young men should invest in equities, old men should invest in bonds" is wrong.

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Joseph Clark (2026). Samuelson test of time diversification in portfolio allocation (https://www.mathworks.com/matlabcentral/fileexchange/53643-samuelson-test-of-time-diversification-in-portfolio-allocation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
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1.0.0.0