@techreport{NBERw13165,
 title = "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?",
 author = "Jessica A. Wachter and Missaka Warusawitharana",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "13165",
 year = "2007",
 month = "June",
 URL = "http://www.nber.org/papers/w13165",
}