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Should Long-Term Investors Time Volatility? · Study

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ArticleShould Long-Term Investors Time Volatility?

Alan Moreira2018

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Articlegreen2018

Should Long-Term Investors Time Volatility?

Alan Moreira · Tyler Muir

73 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1971Optimum consumption and portfolio rules in a continuous-time model 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1987Expected stock returns and volatility 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1989Why Does Stock Market Volatility Change Over Time?

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Year2018

Typearticle

Published2018-09-28

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations73

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2018.09.011

openalex_workW2559938825

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