Abstract
Robert R. Grauer, Nils H. Hakansson, A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, With and Without Small Stocks, The Journal of Business, Vol. 59, No. 2, Part 1 (Apr., 1986), pp. 287-318
Citations in this library
Stored only when both papers are in the corpus — 51 citations exist upstream.
References
1981The relationship between return and market value of common stocks1981Misspecification of capital asset pricing1968Optimal Multiperiod Portfolio Policies1981Estimation Risk and Optimal Portfolio Choice.1971On Optimal Myopic Portfolio Policies, with and Without Serial Correlation of Yields1982Stocks, bonds, bills, and inflation : the past and the future1983Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions1985Returns on Levered, Actively Managed Long-Run Portfolios of Stocks, Bonds, and Bills, 1934–1983