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Stock market mean reversion and portfolio choice over the life cycle
Alexander Michaelides,
Yuxin Zhang
Department of Finance, Accounting and Economics
Research output
:
Journal Publication
›
Article
›
peer-review
19
Citations (Scopus)
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Keyphrases
Borrowing Constraints
50%
Changing Markets
50%
Financial Advice
50%
Labor Income Risk
50%
Life-cycle Model
50%
Market Exposure
50%
Market Information
50%
Market Timing Strategy
50%
Mean Reversion
100%
Optimal Consumption
50%
Optimal Portfolio Selection
50%
Out-of-sample Analysis
50%
Portfolio Choice
100%
Predictable Time
50%
Premia
50%
Short-sale Constraints
50%
Stock Market
100%
Stock Market Predictability
50%
Target Date Funds
100%
Time-varying Equity Premium
50%
Welfare Loss
50%
Economics, Econometrics and Finance
Consumer Demand Theory
50%
Information Market
50%
Investors
50%
Life Cycle
100%
Life Cycle Model
50%
Mean Reversion
100%
Portfolio Choice
100%
Risk Premium
50%
Welfare
100%