Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Review of Finance

Volumn 5, Issue 3, 2001, Pages 269-292

  Campbell, John Y ^a   Cocco, João ^a   Gomes, Francisco ^a   Maenhout, Pascal J ^a   Viceira, Luis M ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

Hedging demand; Intertemporal portfolio choice; Mean reversion

Indexed keywords

EID: 0012071898     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1023/A:1013860504885     Document Type: Article

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