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Paper / 2000SMQ / 271362252908248
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Francisco Gomes / Joao Cocco / John Y. Campbell / Luis Viceira / Pascal Maenhout
portfolio management / portfolio optimizationResource overview

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Paper2000

by Francisco Gomes, Joao Cocco, John Y. Campbell, Luis Viceira, Pascal Maenhout

Tags
portfolio managementportfolio optimization

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  2. Constrained and Convex Optimisation

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  1. Mean-Variance Optimisation

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  2. Portfolio Constraints

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