Investing for the long run when expected equity premium is nonnegative
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DOI: 10.1016/j.pacfin.2020.101397
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More about this item
Keywords
Asset allocation; Long horizon; Economic constraints; Equity premium; Estimation risk;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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