The Rationality of Asset Allocation Recommendations
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- Spitzer, John J. & Singh, Sandeep, 2001. "The fallacy of cookie cutter asset allocation: some evidence from "New York's College Savings Program"," Financial Services Review, Elsevier, vol. 10(1-4), pages 101-116.
- Hui-Ju Tsai & Yangru Wu, 2015. "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 215-249, July.
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- Olson, Dennis & Bley, Jorg, 2008. "Asset allocation with differential borrowing and lending rates," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 629-643, October.
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- Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard, 2001. "Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?," Working Papers 2001-6, Copenhagen Business School, Department of Finance.
- Michael McKenzie & Ólan T. Henry, 2012. "The determinants of short selling: evidence from the Hong Kong equity market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52, pages 183-216, October.
- Ramon P. DeGennaro, 2003. "Asset allocation and section 529 plans," FRB Atlanta Working Paper 2003-1, Federal Reserve Bank of Atlanta.
- Kaïs Dachraoui & Georges Dionne, 2004. "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche 0411, CIRPEE.
- repec:eee:mateco:v:74:y:2018:i:c:p:79-92 is not listed on IDEAS
- Chakroun, Oussama & Dionne, Georges & Dugas-Sampara, Amélie, 2008. "Empirical evaluation of the asset-allocation puzzle," Economics Letters, Elsevier, vol. 100(2), pages 304-307, August.
- Munk, Claus & Sorensen, Carsten & Nygaard Vinther, Tina, 2004. "Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 141-166.
- Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE.
- Weinbaum, David, 2005. "Subsistence consumption, habit formation and the demand for long-term bonds," Journal of Economics and Business, Elsevier, vol. 57(4), pages 273-287.
- Ahmad Telfah, "undated". "Strategic Asset Allocation in Stochastic Environment And Incomplete Markets: Evidence on Horizon And Hedging Effects," API-Working Paper Series 0603, Arab Planning Institute - Kuwait, Information Center.
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