Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
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- Maheu, John M. & McCurdy, Thomas H., 2009.
"How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?,"
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- Freeman, Mark C., 2009. "Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle," Economics Discussion Papers 2009-42, Kiel Institute for the World Economy (IfW).
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- Mark Freeman & Ben Groom, 2015.
"Using equity premium survey data to estimate future wealth,"
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