[1]
|
R. A. Levy, “Stocks, Bonds, Bills, and Inflation over 52 Years,” The Journal of Portfolio Management, Vol. 4, No. 4, 1978, pp. 18-19. doi:10.3905/jpm.1978.408655
|
[2]
|
W. Reichenstein, “When Stock is Less Risky than Treasury Bills,” Financial Analysts Journal, Vol. 42, No. 6, 1986, pp. 71-75. doi:10.2469/faj.v42.n6.71
|
[3]
|
M. L. Leibowitz and T. C. Langetieg, “Shortfall Risk and the Asset Allocation Decision: A Simulation Analysis of Stock and Bond Risk Profiles,” The Journal of Portfolio Management, Vol. 16, No. 1, 1989, pp. 61-68.
doi:10.3905/jpm.1989.409236
|
[4]
|
C. K. Butler and D. L. Domian, “Long-Run Returns on Stock and Bond Portfolios: Implications for Retirement Planning,” Financial Services Review, Vol. 2, No. 1, 1993, pp. 41-49. doi:10.1016/1057-0810(92)90014-4
|
[5]
|
H. Bjorn and M. Persson, “Time Diversification and Estimation Risk,” Financial Analysts Journal, Vol. 56, No. 5, 2000, pp. 55-62. doi:10.2469/faj.v56.n5.2390
|
[6]
|
N. Strong and N. Taylor, “Time Diversification: Empirical Tests,” Journal of Business Finance & Accounting, Vol. 28, No. 3-4, 2001, pp. 263-302.
doi:10.1111/1468-5957.00374
|
[7]
|
K. Hickman, H. Hunter, J. Byrd, J. Beck and W. Terpening, “Life Cycle Investing Holding Periods and Risk,” The Journal of Portfolio Management, Vol. 27, No. 2, 2001, pp. 101-111. doi:10.3905/jpm.2001.319796
|
[8]
|
C. Gollier, “Time Diversification, Liquidity Constraints, and Decreasing Aversion to Risk on Wealth,” Journal of Monetary Economics, Vol. 49, No. 7, 2002, pp. 1439-1459.
|
[9]
|
T. S. Howe and D. L. Mistic, “Taxes, Time Diversification, and Asset Choice at Retirement,” Journal of Economics and Finance, Vol. 27, No. 3, 2003, pp. 404-421.
doi:10.1007/BF02761574
|
[10]
|
B. Guo and M. Darnell, “Time Diversification and Long-Term Asset Allocation,” The Journal of Wealth Management, Vol. 8, No. 3, 2005, pp. 65-76.
doi:10.3905/jwm.2005.598423
|
[11]
|
S. Mukherji, “A Study of Time Diversification with Block Bootstraps and Downside Risk,” The Business Review, Vol. 10, No. 1, 2008, pp. 55-60.
|
[12]
|
L. Alles, “The Cost of Downside Protection and the Time Diversification Issue in South Asian Stock Markets,” Applied Financial Economics, Vol. 18, No. 10, 2008, p. 835.
doi:10.1080/09603100701222333
|
[13]
|
K. Panyagometh, “The Earlier You Invest, The Lower Probability of Ruin You Will Get (in Thai),”Competitiveness Review by NIDA Business School, Vol. 1, No. 4, 2009, pp. 75-85.
|
[14]
|
K. Singh, “On the Asymptotic Accuracy of Efron’s Bootstrap,” Annals of Statistics, Vol. 9, 1981, pp. 1187-1195.
doi:10.1214/aos/1176345636
|