Sequential learning, predictability, and optimal portfolio returns
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 |
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