Open AccessAsset Allocation in the Chinese Stock Market: The Role of Return Predictability
Author(s) -
Jian Chen,
Fuwei Jiang,
Jun Tu
Publication year - 2015
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.2015.41.5.071
Subject(s) - predictability , portfolio , asset allocation , rate of return on a portfolio , stock market , sharpe ratio , stock (firearms) , holding period return , market timing , investment performance , financial economics , exploit , market portfolio , capital asset pricing model , econometrics , economics , modern portfolio theory , return on investment , computer science , microeconomics , mathematics , statistics , mechanical engineering , paleontology , computer security , horse , production (economics) , engineering , biology
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