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Volumn 87, Issue 1, 1997, Pages 181-191

An Asset Allocation Puzzle

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[No Author keywords available]

Indexed keywords


EID: 0001265187     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (171)

References (21)
  • 1
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    • Akerlof, G.A.1    Yellen, J.L.2
  • 2
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    • Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model
    • July/October
    • Bodie, Zvi; Merton, Robert C. and Samuelson, William F. "Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model." Journal of Economic Dynamics and Control, July/October 1992, 16(3/4), pp. 427-49.
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    • Bodie, Z.1    Merton, R.C.2    Samuelson, W.F.3
  • 4
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    • Stock Returns and the Term Structure
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    • Campbell, John Y. "Stock Returns and the Term Structure." Journal of Financial Economics, June 1987, 18(2), pp. 373-99.
    • (1987) Journal of Financial Economics , vol.18 , Issue.2 , pp. 373-399
    • Campbell, J.Y.1
  • 5
    • 43549117863 scopus 로고
    • No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
    • June
    • Campbell, John Y. and Hentschel, Ludger. "No News Is Good News: An Asymmetric Model of Changing Volatility in Stock Returns." Journal of Financial Economics, June 1992, 31(3), pp. 281-318.
    • (1992) Journal of Financial Economics , vol.31 , Issue.3 , pp. 281-318
    • Campbell, J.Y.1    Hentschel, L.2
  • 6
    • 0039138325 scopus 로고
    • National Bureau of Economic Research (Cambridge, MA) Working Paper No. 4857, September
    • Canner, Niko; Mankiw, N. Gregory and Weil, David N. "An Asset Allocation Puzzle." National Bureau of Economic Research (Cambridge, MA) Working Paper No. 4857, September 1994.
    • (1994) An Asset Allocation Puzzle
    • Canner, N.1    Mankiw, N.G.2    Weil, D.N.3
  • 8
    • 0039703431 scopus 로고
    • Investing for the Short Term and the Long Term
    • Zvi Bodie and John B. Shoven, eds., Chicago: University of Chicago Press
    • Fischer, Stanley. "Investing for the Short Term and the Long Term," in Zvi Bodie and John B. Shoven, eds., Financial aspects of the U.S. pension system. Chicago: University of Chicago Press, 1983, pp. 153-76.
    • (1983) Financial Aspects of the U.S. Pension System , pp. 153-176
    • Fischer, S.1
  • 10
    • 0003114587 scopus 로고
    • The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    • February
    • Lintner, John. "The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." Review of Economics and Statistics, February 1965, 47(1), pp. 13-37.
    • (1965) Review of Economics and Statistics , vol.47 , Issue.1 , pp. 13-37
    • Lintner, J.1
  • 12
    • 0001738730 scopus 로고
    • An Intertemporal Capital Asset Pricing Model
    • September
    • Merton, Robert C. "An Intertemporal Capital Asset Pricing Model." Econometrica, September 1973, 41(5), pp. 867-87.
    • (1973) Econometrica , vol.41 , Issue.5 , pp. 867-887
    • Merton, R.C.1
  • 13
    • 0001238604 scopus 로고
    • Equilibrium in a Capital Asset Market
    • October
    • Mossin, Jan. "Equilibrium in a Capital Asset Market." Econometrica, October 1966, 34(4), pp. 768-83.
    • (1966) Econometrica , vol.34 , Issue.4 , pp. 768-783
    • Mossin, J.1
  • 14
    • 26744454781 scopus 로고
    • Life-Cycle Funds Simplify Investment Choices
    • 4 August
    • O'Connell, Vanessa. "Life-Cycle Funds Simplify Investment Choices." The Wall Street Journal, 4 August 1995, p. C1.
    • (1995) The Wall Street Journal
    • O'Connell, V.1
  • 16
    • 0039835922 scopus 로고
    • Seven Steps to Handling an Inheritance
    • 5 February
    • Rowland, Mary. "Seven Steps to Handling an Inheritance." The New York Times, 5 February 1994, p. 34.
    • (1994) The New York Times , pp. 34
    • Rowland, M.1
  • 17
    • 0001786618 scopus 로고
    • Risk and Uncertainty: A Fallacy of Large Numbers
    • April-May
    • Samuelson, Paul A. "Risk and Uncertainty: A Fallacy of Large Numbers." Scientia, April-May 1963, pp. 1-6.
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  • 18
    • 0002153611 scopus 로고
    • The Judgement of Economic Science on Rational Portfolio Management: Indexing, Timing, and Long-Horizon Effects
    • Fall
    • _. "The Judgement of Economic Science on Rational Portfolio Management: Indexing, Timing, and Long-Horizon Effects." Journal of Portfolio Management, Fall 1989, 16(1), pp. 4-12.
    • (1989) Journal of Portfolio Management , vol.16 , Issue.1 , pp. 4-12
  • 19
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    • The Long-Term Case for Equities and How It Can Be Oversold
    • Fall
    • _. "The Long-Term Case for Equities and How It Can Be Oversold." Journal of Portfolio Management, Fall 1994, pp. 15-24.
    • (1994) Journal of Portfolio Management , pp. 15-24
  • 20
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    • Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
    • September
    • Sharpe, William F. "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk." Journal of Finance, September 1964, 19(3), pp. 425-42.
    • (1964) Journal of Finance , vol.19 , Issue.3 , pp. 425-442
    • Sharpe, W.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.