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Should Long-Term Investors Time Volatility?

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References

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1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
1987Expected stock returns and volatility4,147 cited
2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1989Why Does Stock Market Volatility Change Over Time?3,433 cited
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
1993Understanding Risk and Return1,797 cited
1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
1999Predictive regressions1,614 cited
2005

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Consumption and Portfolio Choice over the Life Cycle

1,544 cited

2000Investing for the Long Run when Returns Are Predictable1,372 cited

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