Beliefs regarding fundamental value and optimal investing

Bradford Cornell (), Jaksa Cvitanic () and Levon Goukasian

Annals of Finance, 2010, vol. 6, issue 1, 83-105

Keywords: Investor beliefs; Mispricing; Optimal portfolios; Range reversion; Risk premium; G11 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10436-009-0133-y

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