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Asset Allocation. (2010). Wachter, Jessica.
In: NBER Working Papers.
RePEc:nbr:nberwo:16255.

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  1. What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio. (2015). Warusawitharana, Missaka ; Wachter, Jessica A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:74-93.

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  2. Dynamic Asset Allocation with Ambiguous Return Predictability. (2014). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-77.

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  3. Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints. (2013). Zhang, Kun ; Jin, Xing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1733-1746.

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References

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