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Sequential Learning, Predictabily, and Optimal Portofolio Returns
Johannes, Michael. - , Korteweg, Arthur. Polson Ni...
The American Finance Asosiation ()
JOF6902
Artikel Jurnal
PSB lt.dasar - Pascasarja...

Text

Sequential Learning, Predictabily, and Optimal Portofolio Returns

Johannes, Michael. -; Korteweg, Arthur. Polson Nicholas. -

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


Ketersediaan

Call NumberLocationAvailable
JOF6902PSB lt.dasar - Pascasarjana1
Penerbit: The American Finance Asosiation
Edisi-
SubjekBenefits
statistically and economically
estimation risk.
ISBN/ISSN221082
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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