A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Author(s) -
Michael W. Brandt,
Amit Goyal,
Pedro SantaClara,
Jonathan Storud
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
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