Predictors and portfolios over the life cycle : generalization of SAMS to state-dependent modifiers
Year of publication: |
2017
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Authors: | Weiss, Farina |
Published in: |
Essays on empirical asset pricing and consumption-portfolio choice. - Frankfurt am Main. - 2017, p. 109-157
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Subject: | Housing | Performance | Return predictability | Scenarios | Welfare | human capital | labor income | investments | simulation of artificial market strategies method | SAMS method | state-dependent modifiers | consumption-portfolio choice problem | Portfolio-Management | Portfolio selection | Lebenszyklus | Life cycle | Theorie | Theory | Prognoseverfahren | Forecasting model | Simulation | Humankapital | Human capital | Kapitaleinkommen | Capital income | Sozialrechnungsmatrix | Social accounting matrix | Kapitalanlage | Financial investment |
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