Assessing Asset Pricing Anomalies
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- Gollier Christian, 2004.
"Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability,"
The B.E. Journal of Theoretical Economics,
De Gruyter, vol. 4(1), pages 1-35, September.
- Gollier, Christian, 2003. "Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability," IDEI Working Papers 250, Institut d'Économie Industrielle (IDEI), Toulouse.
- Guangjie Li, 2011. "The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(11), pages 771-787.
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