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Andrew W. Lo and Stephen R. Foerster: In Pursuit of the Perfect Portfolio

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  • Steven A. Sharpe

    (Board of Governors of the Federal Reserve)

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  • Steven A. Sharpe, 2023. "Andrew W. Lo and Stephen R. Foerster: In Pursuit of the Perfect Portfolio," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(2), pages 108-111, April.
    • Handle: RePEc:pal:buseco:v:58:y:2023:i:2:d:10.1057_s11369-022-00292-1
    DOI: 10.1057/s11369-022-00292-1
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    References listed on IDEAS

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    1. Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
    2. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    3. Robin Greenwood & Andrei Shleifer, 2014. "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 714-746.
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