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LETTERS TO THE EDITOR

“Misconceptions about Optimal Equity Allocation and Investment Horizon”: A Comment

Pages 12-14 | Published online: 02 Jan 2019

References

  • Kritzman, Mark. 1994. “What Practitioners Need to Know … about Time Diversification.” Financial Analysts Journal, vol. 50, no. 1 (January/February): 14–18.
  • Kritzman, Mark. 1998. “Real Misconceptions about Optimal Equity Allocation and Investment Horizon.” Letter to the Editor. Financial Analysts Journal, vol. 50, no. 1 (January/February): 5.
  • Samuelson, Paul A.. 1969. “Lifetime Portfolio Selection by Dynamic Stochastic Programming.” Review of Economic Studies, vol. 51, no. 3 (August): 239–256.
  • Stutzer, Michael. 2003. “Stocks for the Long Run: A Comment.” Working paper, Leeds School of Business, University of Colorado: leeds.colorado.edu/burridge.
  • Thorley, Steven R.. 1995. “The Time-Diversification Controversy.” Financial Analysts Journal, vol. 51, no. 3 (May/June): 68–76.

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