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@article{DBLP:journals/eor/LiouiP19,
  author       = {Abraham Lioui and
                  Patrice Poncet},
  title        = {Long horizon predictability: An asset allocation perspective},
  journal      = {Eur. J. Oper. Res.},
  volume       = {278},
  number       = {3},
  pages        = {961--975},
  year         = {2019},
  url          = {https://doi.org/10.1016/j.ejor.2019.04.040},
  doi          = {10.1016/J.EJOR.2019.04.040},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/LiouiP19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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