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Asset Allocation And The Equity Premium Puzzle

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  • Walter Hlawitschka
  • Michael Tucker

Abstract

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Suggested Citation

  • Walter Hlawitschka & Michael Tucker, 1995. "Asset Allocation And The Equity Premium Puzzle," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(3), pages 397-413, April.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:3:p:397-413
    DOI: 10.1111/j.1468-5957.1995.tb00881.x
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    References listed on IDEAS

    as
    1. Andrew B. Abel, 1991. "The equity premium puzzle," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-14.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Mark Rubinstein., 1991. "Continuously Rebalanced Investment Strategies," Research Program in Finance Working Papers RPF-205, University of California at Berkeley.
    4. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
    5. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 519-543, June.
    6. Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
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