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~person:"Lundstrum, Leonard L."
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Lundstrum, Leonard L.
Litzenberger, Robert H.
101
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61
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The journal of wealth management
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Is "sell in may and go away" a valid strategy for US equity allocation?
Jones, Charles Parker
;
Lundstrum, Leonard L.
- In:
The journal of wealth management
12
(
2009/10
)
3
,
pp. 104-112
Persistent link: https://www.econbiz.de/10003911504
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2
Stochastic Properties of Time-Averaged Financial Data : Explanation and Empirical Demonstration Using Monthly Stock Prices
Wilson, Jack W.
-
2002
This article considers the potential statistical problems resulting from the use of averaged rather than end-of-period data in financial research. Averaged data are widely employed throughout the literature without explicit recognition that the use of such data results in biased estimates of the...
Persistent link: https://www.econbiz.de/10012787227
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3
Stochastic Properties of Time-Averaged Financial Data: Explanation and Empirical Demonstration Using Monthly Stock Prices
Wilson, Jack W.
;
Jones, Charles P.
;
Lundstrum, Leonard L.
- In:
The financial review : the official publication of the …
36
(
2001
)
3
,
pp. 175
Persistent link: https://www.econbiz.de/10005946883
Saved in:
4
THE MARKET - Estimating Stock Returns
Jones, Charles P.
;
Wilson, Jack W.
;
Lundstrum, Leonard L.
- In:
The journal of portfolio management : a publication of …
29
(
2002
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10006558016
Saved in:
5
Is "sell in may and go away" a valid strategy for US equity allocation?
Jones, Charles P.
;
Lundstrum, Leonard L.
- In:
The journal of wealth management
12
(
2009/10
)
3
,
pp. 104-112
Persistent link: https://www.econbiz.de/10009886610
Saved in:
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