A Simple Framework for Time Diversification

Frank J. Fabozzi; Sergio M. Focardi; Petter N. Kolm

doi:10.3905/joi.2006.650138

Primary Article

A Simple Framework for Time Diversification

Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm

The Journal of Investing Fall 2006, 15 (3) 8-17; DOI: https://doi.org/10.3905/joi.2006.650138

Frank J. Fabozzi

An Adjunct Professor of Finance in the Yale School of Management in New Haven, CT.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: frank.fabozzi@yale.edu

Sergio M. Focardi

A partner in The Intertek Group.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: interteksf@aol.com

Petter N. Kolm

A doctoral student in finance in the Yale School of Management in New Haven, CT.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: petter.kolm@yale.edu

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Investing

Vol. 15, Issue 3

Fall 2006

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Investing.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following A Simple Framework for Time Diversification

Message Subject (Your Name) has sent you a message from The Journal of Investing

Message Body (Your Name) thought you would like to see the The Journal of Investing web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

A Simple Framework for Time Diversification

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm

The Journal of Investing Aug 2006, 15 (3) 8-17; DOI: 10.3905/joi.2006.650138

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

A Simple Framework for Time Diversification

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm

The Journal of Investing Aug 2006, 15 (3) 8-17; DOI: 10.3905/joi.2006.650138

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Stocks, Bonds, Risk, and the Holding Period: * An International Perspective

Google Scholar

Main menu

User menu

Search

The Journal of Investing

A Simple Framework for Time Diversification

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

A Simple Framework for Time Diversification

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected