Text
Sequential Learning, Predictabily, and Optimal Portofolio Returns
This paper finds statistically and economically significant out-of-sample portofoliobenefits for an investor who uses models of return predictiability when forming optimal portofolios. .Printed Journal
Call Number | Location | Available |
---|---|---|
JOF6902 | PSB lt.dasar - Pascasarjana | 1 |
Penerbit | The American Finance Asosiation., |
---|---|
Edisi | - |
Subjek | Benefits statistically and economically estimation risk. |
ISBN/ISSN | 221082 |
Klasifikasi | - |
Deskripsi Fisik | - |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |