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Search: subject:"Utility calculations"
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Intertemporal portfolio choice
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Engsted, Tom
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Journal of Empirical Finance
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Journal of empirical finance
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Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of Empirical Finance
19
(
2012
)
2
,
pp. 241-253
-correction.
Utility
calculations
also show large effects of bias-adjustment, both in-sample and out-of-sample. …
Persistent link: https://www.econbiz.de/10010572335
Saved in:
2
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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