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person:"Blake, David"
~isPartOf:"IFA working paper"
~person:"Campbell, John Y."
~person:"Kurshev, Alexander"
~subject:"Pensionskasse"
~subject:"Risikoprämie"
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Pensionskasse
Risikoprämie
Portfolio selection
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1970-1997
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Blake, David
Campbell, John Y.
Kurshev, Alexander
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Gomes, Francisco J.
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
(
contributor
);
Kurshev, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003638366
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2
Stock market mean reversion and the optimal equity allocation of a long-lived investor
Campbell, John Y.
;
Cocco, João F.
;
Gomes, Francisco J.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700527
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