Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
Campbell, John Y., Cocco, Joao F., Gomes, Francisco J., Maenhout, Pascal J., Viceira, Luis M.Year:
2000
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.237175
File:
PDF, 1.12 MB
2000