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 Frankfurt School respects your privacy
Our websites use various cookies with different functions. These, on the one hand, serve solely technical functions and, on the other hand, also the optimisation of the websites, interaction with social media as well as user related advertising on our pages and those of our partners. You can object to the use of cookies for advertising and analysis purposes in various stages. Click on “Understood and continue” to accept the cookies or click on “Settings” to choose your personal cookie settings.
Further information
