Open AccessStock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
Author(s) -
John Y. Campbell,
João F. Cocco,
Francisco Gomes,
Pascal J. Maenhout,
Luis M. Viceira
Publication year - 2000
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.237175
Subject(s) - mean reversion , equity (law) , stock market , financial economics , economics , stock (firearms) , business , monetary economics , mechanical engineering , political science , law , engineering , paleontology , horse , biology
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