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Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Campbell, J. Y., Cocco, J., Gomes, F., Maenhout, P. J., Viceira, L. M.Volume:
5
Language:
english
Journal:
Review of Finance
DOI:
10.1023/A:1013860504885
Date:
January, 2001
File:
PDF, 155 KB
english, 2001