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A unique optimal stock–bond mix for all long-run investors
Moshe Levy
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Corresponding author for this work
BA Business Department
Research output
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Article
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peer-review
1
Scopus citations
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Keyphrases
Continuous-time
100%
Investment Horizon
100%
Nondecreasing
50%
Prospect Theory
50%
Life Expectancy
50%
Discrete-time
50%
Portfolio Choice
50%
Level of Aspiration
50%
Risk-free Asset
50%
Time-optimal
50%
Economics, Econometrics and Finance
Investors
100%
Continuous Time
40%
Prospect Theory
20%
Life Cycle
20%
Portfolio Choice
20%