Misconceptions about optimal equity allocation and investment horizon

RD Van Eaton, JA Conover - Financial Analysts Journal, 1998 - Taylor & Francis
R. Douglas Van Eaton, CFA, is an assistant professor of finance and James A. Conover is
an associate professor of finance in the Department of Finance, Insurance, Real Estate, and …

[PDF][PDF] Equity allocations and the investment horizon: A total portfolio approach

RD Van Eaton, J Conover - Financial Services Review, 2002 - researchgate.net
An investor's anticipated holding period. or investment horizon, is often seen~ the most
importnnt single factor affecting the nsset allocation decision for financial~· holdings. Financial …

Put Prices and PEN Participation Rates at Longer Horizons: Is Equity Risk in the Eye of the Beholder?

RD Van Eaton, JA Conover - Financial Analysts Journal, 1997 - Taylor & Francis
R. Douglas Van Eaton, CFA, is an assistant professor of finance and James A. Conover is
an associate professor of finance in the Department of Finance, Insurance, Real Estate, and …

Stock and bond sharpe ratios and long-horizon asset allocation

RD Van Eaton, JA Conover - The journal of Investing, 2001 - pm-research.com
Hedge funds typically have non-normal return distributions marked by significant positive or
negative skewness and high kurtosis. Mean-variance optimization models ignore these …

“Misconceptions about Optimal Equity Allocation and Investment Horizon”: Authors' Response

RD Van Eaton, JA Conover - Financial Analysts Journal, 2004 - Taylor & Francis
Douglas Van Eaton, CFA, Texas Christian University, Fort Worth … A formal
mathematical analysis of the effect of the length of the rebalancing period for various utility …

[BOOK][B] An investigation and partial explanation of systematic underreaction of stock prices to new information

RD Van Eaton - 1993 - search.proquest.com
This dissertation calls into question the power of various announcement-based tests of the
efficient markets hypothesis (EMH) with respect to publicly announced and/or widely …

PORTFOLIO ALLOCATION AND THE LENGTH OF THE INVESTMENT HORIZON

RD Van Eaton - Advances in Investment Analysis and Portfolio …, 2001 - books.google.com
We model an investor's asset allocation decision for an investment horizon of variable length
with a (mean-variance) utility function that is more general than those of previous models. …

A novel application of radionuclides for dating sediment cores from sandy, anthropogenically disturbed estuaries

AR Van Eaton, AR Zimmerman… - Marine and …, 2010 - CSIRO Publishing
… Relationships between variables were explored using least-squares analysis yielding a
linear correlation coefficient (r 2 ) and significance value (P-value) using SigmaPlot software. …

A probabilistic assessment of tephra-fall hazards at Hanford, Washington, from a future eruption of Mount St. Helens

LG Mastin, AR Van Eaton, HF Schwaiger - 2020 - pubs.usgs.gov
Hanford, Washington (USA) is the construction site of a multi-billion-dollar high-level
nuclear waste treatment facility. This site lies 200 kilometers (km) east of Mount St. Helens (MSH), …

Technology‐enhanced stepped collaborative care targeting posttraumatic stress disorder and comorbidity after injury: a randomized controlled trial

…, D Darnell, L Whiteside, E Van Eaton - Journal of traumatic …, 2015 - Wiley Online Library
Posttraumatic stress disorder (PTSD) and its comorbidities are endemic among injured trauma
survivors. Previous collaborative care trials targeting PTSD after injury have been effective…