Portfolio choice with stochastic interest rates and learning about stock return predictability
Marcos Escobar, Sebastian Ferrando, Alexey Rubtsov
| Year of publication: |
January 2016
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|---|---|
| Authors: | Escobar, Marcos ; Ferrando, Sebastian ; Rubtsov, Alexey |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 41.2016, p. 347-370
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| Subject: | Portfolio choice | Stochastic interest rates | Return predictability | Learning | Welfare loss | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Lernprozess | Learning process | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624748