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- W1858282204 abstract "The optimal bond-stock mix is examined in light of an apparent inconsistency between the Tobin Separation Theorem and the advice of popular investment advisors which has been pointed out by Canner et al. (1997). It is shown that the apparent inconsistency is largely explicable in terms of the hedging demands of optimising long-term investors in an environment in which the investment opportunity set is subject to stochastic shocks. The analysis points to the importance of considering investors' time horizons in analyzing optimal portfolio policies." @default.
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- W1858282204 date "2001-01-01" @default.
- W1858282204 modified "2023-10-16" @default.
- W1858282204 title "Stochastic Interest Rates and the Bond-Stock Mix" @default.
- W1858282204 cites W3123044082 @default.
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- W1858282204 doi "https://doi.org/10.2139/ssrn.275837" @default.
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