Efficient gradualism in intertemporal portfolios

Author:

Balvers Ronald J.,Mitchell Douglas W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference23 articles.

1. Predicting stock returns in an efficient market;Balvers;Journal of Finance,1990

2. Autocorrelated returns and optimal intertemporal portfolio choice;Balvers;Management Science,1997

3. Labor Supply flexibility and portfolio choice in a life cycle model;Bodie;Journal of Economic Dynamics and Control,1992

4. Mean reversion in equilibrium asset prices;Cecchetti;American Economic Review,1990

5. A characterization of the distributions that imply mean–variance utility functions;Chamberlain;Journal of Economic Theory,1983

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