Guowei Wu

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 37,377

SSRN RANKINGS

Top 37,377

in Total Papers Downloads

1,851

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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 1,851 (12,797)

Abstract:

Loading...

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