Predictable returns and asset allocation
Subtitle: should a skeptical investor time the market?
By: Jessica A. Wachter, Missaka Warusawitharana.
Contributors: Warusawitharana, Missaka.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 13165.; Working paper series (National Bureau of Economic Research) -- working paper no. 13165.
Publisher: national Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Portfolio management -- Mathematical models; Investments -- Decision making
Notes: "June 2007."

Includes bibliographical references (p. 34-41).

Also available in PDF from the NBER World Wide Web site (www.nber.org).