Long-term Portfolio investment: New insight into Return and Risk
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DOI: 10.32609/0042-8736-2015-10-54-77
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- Abramov, Alexander & Radygin, Alexander & Chernova, Maria, 2015. "Long-term portfolio investments: New insight into return and risk," Russian Journal of Economics, Elsevier, vol. 1(3), pages 273-293.
References listed on IDEAS
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- A. Abramov & A. Radygin & M. Chernova/, 2014. "Financial Markets Regulation: Models, Evolution, Efficiency," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 2.
- Mehra, Rajnish & Prescott, Edward C., 1985.
"The equity premium: A puzzle,"
Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
- R. Mehra & E. Prescott, 2010. "The equity premium: a puzzle," Levine's Working Paper Archive 1401, David K. Levine.
- Delong J. Bradford, 2008. "Stocks for the Long Run," The Economists' Voice, De Gruyter, vol. 5(7), pages 1-2, November.
- J. Bradford DeLong & Konstantin Magin, 2009. "The U.S. Equity Return Premium: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 193-208, Winter.
- Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
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Cited by:
- Sayema Sultana & Norhayah Zulkifli & Dalilawati Zainal, 2018. "Environmental, Social and Governance (ESG) and Investment Decision in Bangladesh," Sustainability, MDPI, vol. 10(6), pages 1-19, June.
- Liudmyla Zakharkina & Maryna Abramchuk, 2018. "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
- Attila Bányai & Tibor Tatay & Gergő Thalmeiner & László Pataki, 2024. "The Impact of Rebalancing Strategies on ETF Portfolio Performance," JRFM, MDPI, vol. 17(12), pages 1-16, November.
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More about this item
JEL classification:
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
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