A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Michael W. Brandt; Amit Goyal; Pedro Santa-Clara; Jonathan R. Stroud
Year of publication: |
2005
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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 1043666-2. - Vol. 18.2005, 3, p. 831-874
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Subject: | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Simulation | Theorie | Theory |
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