Assets Relative Risk for Long-term Investors
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|Date of creation:||14 Jul 2007|
|Date of revision:|
|Publication status:||Published in Life & Pensions, n°1, janvier 2008.|
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- Nicholas Barberis, 2000. "Investing for the Long Run when Returns Are Predictable," Journal of Finance, American Finance Association, vol. 55(1), pages 225-264, 02.
- John Y. Campbell & Luis M. Viceira, 1998.
"Consumption and Portfolio Decisions When Expected Returns Are Time Varying,"
Harvard Institute of Economic Research Working Papers
1835, Harvard - Institute of Economic Research.
- John Y. Campbell & Luis M. Viceira, 1999. "Consumption And Portfolio Decisions When Expected Returns Are Time Varying," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 433-495, May.
- John Y. Campbell & Luis M. Viceira, 1996. "Consumption and Portfolio Decisions When Expected Returns are Time Varying," NBER Working Papers 5857, National Bureau of Economic Research, Inc.
- Campbell, John & Viceira, Luis, 1999. "Consumption and Portfolio Decisions When Expected Returns are Time Varying," Scholarly Articles 3163266, Harvard University Department of Economics.
- Gollier, Christian & Zeckhauser, Richard J, 2002.
" Horizon Length and Portfolio Risk,"
Journal of Risk and Uncertainty,
Springer, vol. 24(3), pages 195-212, May.
- Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-57, August.
- Gollier, Christian, 2003.
"Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability,"
IDEI Working Papers
250, Institut d'Économie Industrielle (IDEI), Toulouse.
- 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.
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