Sequential learning, predictability, and optimal portfolio returns
Michael Johannes, Arthur Korteweg and Nicholas Polson
| Year of publication: |
2014
|
|---|---|
| Authors: | Johannes, Michael ; Korteweg, Arthur ; Polson, Nicholas G. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 2, p. 611-644
|
| Subject: | Lernen | Learning | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | 1927-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010372386