Long-Horizon Returns
Author:
Affiliation:
1. Booth School of Business, University of Chicago
2. Amos Tuck School of Business, Dartmouth College
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/raps/article-pdf/8/2/232/26718367/ray001.pdf
Reference13 articles.
1. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000
2. Strategic asset allocation;Brennan;Journal of Economic Dynamics and Control,1997
3. The myth of long horizon predictability;Boudoukh;Review of Financial Studies,2008
4. Strategic Asset Allocation
5. A multivariate model of strategic asset allocation;Campbell;Journal of Financial Economics,2003
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