Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1970"
  #_source: array:26 [
    "id" => "1970"
    "slug" => "long-horizon-predictability-an-asset-allocation-perspective"
    "yearMonth" => "2019-05"
    "year" => "2019"
    "title" => "Long Horizon Predictability: An Asset Allocation Perspective"
    "description" => "PONCET, P. et LIOUI, A. (2019). Long Horizon Predictability: An Asset Allocation Perspective. <i>European Journal of Operational Research</i>, 278(3), pp. 961-975."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "LIOUI A."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:5 [
      0 => "Finance"
      1 => "Dynamic portfolio decision"
      2 => "Predictive regression"
      3 => "Long horizon predictability"
      4 => "Inter-temporal hedging"
    ]
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0377221719303777?via%3Dihub"
    "publicationInfo" => array:3 [
      "pages" => "961-975"
      "volume" => "278"
      "number" => "3"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "L'impact positif de la prédictabilité sur le bien-être des investisseurs augmente avec l'horizon de prévision et celui d'investissement. Ces résultats sont robustes, y compris hors échantillon. Les investisseurs à long ou moyen terme devraient exploiter LHP systématiquement."
      "en" => "The positive impact of predictability on investors' welfare is stronger for longer prediction and investment horizons. Our results are robust to various checks and also hold out-of-sample. Medium to long term investors should exploit LHP even if they frequently rebalance their portfolios."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-22T02:21:49.000Z"
    "docTitle" => "Long Horizon Predictability: An Asset Allocation Perspective"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, LIOUI A."
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, LIOUI A.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2019</span>"
    "keywordList" => "<a href="#">Finance</a>, <a href="#">Dynamic portfolio decision</a>, <a href="#">Predictive regression</a>, <a href="#">Long horizon predictability</a>, <a href="#">Inter-temporal hedging</a>"
    "docPreview" => "<b>Long Horizon Predictability: An Asset Allocation Perspective</b><br><span>2019-05 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.sciencedirect.com/science/article/abs/pii/S0377221719303777?via%3Dihub" target="_blank">Long Horizon Predictability: An Asset Allocation Perspective</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.181361
  +"parent": null
}