Open AccessA Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Author(s) -
Michael W. Brandt,
Amit Goyal,
Pedro Santa-Clara,
Jonathan Stroud
Publication year - 2004
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10934
Subject(s) - predictability , portfolio , computer science , economics , econometrics , financial economics , mathematics , statistics