Stock market mean reversion and portfolio choice over the life cycle
Year of publication: |
June 2017
|
---|---|
Authors: | Michaelides, Alexander G. ; Zhang, Yuxin |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 3, p. 1183-1209
|
Subject: | Portfolio-Management | Portfolio selection | Sparen | Savings | Kapitalmarktrendite | Capital market returns | Hedging | Lebensverlauf | Life course | Welt | World | 1985-2014 |
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