This paper examines how the evidence of stock market predictability affects optimal portfolio choice for buy-and-hold and dynamic investors withdifferent planning horizons.

...After imposing liquidity constraints, and after correcting for non-surviving vehicles, we get a sample of 114 instruments. The risk and return characteristics of three portfolio strategies, two partially rebalanced and one fully rebalanced, are compared.

...Allerdings existiert noch keine umfassende empirische Studie zum Einfluss der Corporate Governance auf den Unternehmenswertschweizerischer Firmen. Diese Lücke soll durch die vorliegende Arbeit geschlossen werden.

This paper analyzes the persistence or serial correlation of expected returns as well as the univariate time-series approach that studies the implied autocorrelation function of realized stock returns, including meanreversion and its conditions.