Stephen Coggeshall

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

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Scholarly Papers (1)

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Asset Allocation and Long-Term Returns: An Empirical Approach

Number of pages: 53 Posted: 02 Jan 2006
Stephen Coggeshall and Guowei Wu
Morgan Stanley and Morgan Stanley
Downloads 1,843 (10,859)

Abstract:

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asset allocation, long term returns, stock return distributions, mean variance optimization, random walk, skinny tails, mean reversion, mean aversion, reversion to the mean