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A case at last for age-phased reduction in equity.

Maximizing expected utility over a lifetime leads one who has constant relative risk aversion and faces random-walk securities returns to be "myopic" and hold the same fraction of portfolio in equities early and late in life--a defiance of folk wisdom and casual introspection. By assuming...

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Detalles Bibliográficos
Autor principal: Samuelson, P A
Formato: Artigo
Lenguaje:Inglês
Publicado: 1989
Materias:
Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC298430/
https://ncbi.nlm.nih.gov/pubmed/2813438
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