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Risk Aversion and the Investment Horizon: A New Perspective on the Time Diversification Debate

https://doi.org/10.1207/s15327760jpfm0134_6
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7/7 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 7 checked references that resolve
resolves10.1016/0165-1889(92)90044-F
Labor supply flexibility and portfolio choice in a life cycle model
resolves10.1037//0022-3514.64.4.552
Effect of temporal perspective on subjective confidence.
resolves10.3905/jpm.1989.409236
Shortfall risk and the asset allocation decision
resolves10.2307/1926560
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
resolves10.1016/0304-405X(88)90021-9
Mean reversion in stock prices
resolves10.2307/1926559
Lifetime Portfolio Selection By Dynamic Stochastic Programming
resolves10.1037/h0031776
Relationship between age and risk taking among managers.
The 7 references without a DOI — listed, not checked
no DOI — not checkedp_1_155
no DOI — not checkedp_3_157
no DOI — not checkedp_5_159
no DOI — not checkedReichenstein, William and Dovalee Dorsett. "Time Diversification Revisited." Research Foundation of the Institute of Chartered Financial Analysts, 1995.
no DOI — not checkedSamuelson, Paul A. "Longrun Risk Tolerance When Equity Returns are Mean Regressing: Pseudoparadoxes and Vindication of 'Businessman's Risk" in Brainard, W., Nordhaus, W., and Watts, H. (Editors). Macroeconomics, Finance and Economic Policy: Essays in Honor of James Tobin, MIT Press, 1991.
no DOI — not checkedSiegel, Jeremy J. "Stocks for the Long Run." 2ndedition, McGraw-Hill, 1998.
no DOI — not checkedp_13_167
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