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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
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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 (2001).

About The Author

Luis M. Viceira

Finance
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