Stock market mean reversion and the optimal equity allocation of a long-lived investor
Year of publication: |
May 2000 ; [Elektronische Ressource]
|
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Authors: | Campbell, John Y. ; Cocco, João F. ; Gomes, Francisco J. ; Maenhout, Pascal J. ; Viceira, Luis M. |
Institutions: | Institute of Finance and Accounting <London> (contributor) |
Publisher: |
London : Inst. of Finance and Accounting |
Subject: | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Konsum | Consumption | Risikoprämie | Risk premium | Theorie | Theory |
Extent: | Online-Ressource, 17, [8] p., text ill |
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Series: | IFA working paper. - London, ZDB-ID 2088792-9. - Vol. 311 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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Stock market mean reversion and the optimal equity of a long-lived investor
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