Article | European Finance Review | January 2001

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

by Luis M. Viceira, John Y. Campbell, Francisco Gomes and Pascal J. Maenhout

Keywords: Stocks; Markets; Price; Assets; Equity; Investment;

Citation:

Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 (January 2001).