Open AccessAsset Allocation in the Chinese Stock Market:The Role of Return Predictability
Author(s) -
Jian Chen,
Fuwei Jiang,
Jun Tu
Publication year - 2014
Publication title -
the journal of portfolio management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.914
H-Index - 50
eISSN - 2168-8656
pISSN - 0095-4918
DOI - 10.3905/jpm.2014.41.5.071
Subject(s) - predictability , asset allocation , portfolio , stock market , market timing , sharpe ratio , stock (firearms) , economics , financial economics , capital asset pricing model , market portfolio , econometrics , mechanical engineering , paleontology , horse , engineering , biology , physics , quantum mechanics
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