前两篇为sciencedirect 的文章

Labor supply flexibility and portfolio choice in a life cycle model
作者：Zvi Bodie, Robert C. Merton, William F. Samuelson
Journal of Economic Dynamics and Control
Volume 16, Issues 3-4, July-October 1992, Pages 427-449

Mean reversion in stock prices: Evidence and Implications
作者James M. Poterba，Lawrence H. Summers
Journal of Financial Economics
Volume 22, Issue 1, October 1988, Pages 27-59

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
John Y. Campbell等
期刊 European Finance Review
出版社 Springer Netherlands
ISSN 1382-6662
期 Volume 5, Number 3 / 2001年1月

The Role of Learning in Dynamic Portfolio Decisions

作者：Brennan

期刊 European Finance Review
出版社 Springer Netherlands
ISSN 1382-6662
期 Volume 1, Number 3 / 1997年1月

[此贴子已经被作者于2008-10-23 15:53:45编辑过]