A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
| Year of publication: |
2005
|
|---|---|
| Authors: | Brandt, Michael W. ; Goyal, Amit ; Santa-Clara, Pedro ; Stroud, Jonathan R. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 18.2005, 3, p. 831-874
|