Author:
Ang Andrew,Bekaert Geert,Liu Jun
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference45 articles.
1. Variable selection for portfolio choice;Aı¨t-Sahalia;Journal of Finance,2001
2. International asset allocation with time-varying correlations;Ang;Review of Financial Studies,2002
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5. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000
Cited by
236 articles.
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