Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term
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- Stanley Fischer, 1983. "Investing for the Short and the Long Term," NBER Chapters,in: Financial Aspects of the United States Pension System, pages 153-176 National Bureau of Economic Research, Inc.
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- Mitchell, Douglas W., 2001. "Effects of decision interval on optimal intertemporal portfolios with serially correlated returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 427-438.
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