Semiparametric dynamic portfolio choice with multiple conditioning variables
Year of publication: |
2015
|
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Authors: | Chen, Jia ; Li, Degui ; Linton, Oliver ; Lu, Zu-di |
Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
Subject: | Conditioning variables | kernel smoothing | model averaging | portfolio choice | utility function | Theorie | Theory | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function |
Extent: | Online-Ressource (25 S.) |
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Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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