Research on long-term investment strategies

On Monday, May 15, 2017, the Journal of Financial Economics (JFE) officially accepted the paper “Non-myopic betas”, written by Professor Dr Grigory Vilkov, Professor of Finance at Frankfurt School of Finance & Management and Semyon Malamud, Associate Professor at Ecole Polytechnique Fédérale de Lausanne (EPF). In their research, they developed an overlapping generations model in which investors differ in their investment horizons in order to measure long-term investment strategies. The paper will be published in the coming year.

The Journal of Financial Economics is a peer-reviewed academic journal covering the field of finance. It is considered to be one of the premier financial journals on the globe. According to the Social Sciences Citation Index (SSCI), published by Thomson Reuters, JFE is the third most cited journal in the category Business & Finance.

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