Stock market mean reversion and the optimal equity allocation of a long lived investor

Journal

European Finance Review

Subject

Finance

Publishing details

European Finance Review 2001 Vol 5:3 p 269-292

Authors / Editors

Campbell J Y; Gomes F; Cocco J; et al.

Biographies

Cocco J; Gomes F

Publication Year

2001

Publication Research Centre

Institute of Finance and Accounting