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Misconceptions about Optimal Equity Allocation and Investment Horizon
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Misconceptions about Optimal Equity Allocation and Investment Horizon (1998)Misconceptions about Optimal Equity Alloc…What Practitioners Need to Know (2019)What Practitioners Need to Kn…The Time-Diversification Controversy (1995)The Time-Diversification Cont…On the Risk of Stocks in the Long Run (1995)On the Risk of Stocks in the …What Practitioners Need to Know . . . About Time Diversification (corrected) (1994)What Practitioners Need to Kn…The Long-Term Case for Equities (1994)The Long-Term Case for Equiti…Stocks for the Long Run (1994)Stocks for the Long RunPortfolio Composition and the Investment Horizon (1994)Portfolio Composition and the…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Diversification and time (1990)Diversification and timeThe judgment of economic science on rational portfolio management (1989)The judgment of economic scie…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Multiperiod Portfolio Analysis And The Inefficiency Of The Market Portfolio (1976)Multiperiod Portfolio Analysi…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods (1974)Fallacy of the log-normal app…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …The financial analysts journal (1960)The financial analysts journalEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Option Pricing Bounds in Discrete Time (1984)Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001)Recent advances in reinforcement learning in finance (2023)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)Does the Stock Market Rationally Reflect Fundamental Values? (1986)Permanent and Temporary Components of Stock Prices (1988)The Innovest Austrian Pension Fund Financial Planning Model InnoALM (2008)Gold, Oil, and Stocks: Dynamic Correlations (2015)Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach (2020)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock returns and inflation: A long-horizon perspective (1993)Company Stock in Pension Plans: How Costly Is It? (2005)Pensions at a glance: public policies across OECD countries (2005)Neutral or Fair? (2006)Mean reversion in stock prices (1988)Stocks versus Bonds: Explaining the Equity Risk Premium (2000)Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty (2003)Risk Shifting Versus Risk Management: Investment Policy in Corporate Pension Plans (2006)Global Stock Markets in the Twentieth Century (1999)A multivariate model of strategic asset allocation (2002)Sources of Lifetime Inequality (2011)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Portfolio Choice in the Presence of Housing (2004)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
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References

  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1960The financial analysts journal1,043 cited
  • 1994Stocks for the Long Run567 cited
  • 1995On the Risk of Stocks in the Long Run345 cited
  • 1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods266 cited
  • 1994The Long-Term Case for Equities205 cited
  • 1989The judgment of economic science on rational portfolio management201 cited
  • 1995The Time-Diversification Controversy113 cited
  • 1994What Practitioners Need to Know . . . About Time Diversification (corrected)69 cited
  • 1990Diversification and time54 cited
  • 1994Portfolio Composition and the Investment Horizon51 cited
  • 1976Multiperiod Portfolio Analysis And The Inefficiency Of The Market Portfolio33 cited
  • 2019What Practitioners Need to Know

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