Bansal, Ravi (contributor); Dahlquist, Magnus (contributor); … - 2004
Stockholm School of Economics, Stockholm, Sweden
Stockholm Institute for Financial Research, Stockholm, Sweden
Centre for …, Fuqua School of Business, Duke University, Durham,
NC 27708, Phone: +1 (919) 660-7768, Fax: +1 (919) 660-8030, E-mail: cam ….harvey@duke.edu.
1 Introduction
The choice of the optimal investment strategy is a core concern in financial economics.
Typical …