A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability
Michael W. Brandt, Amit Goyal, Pedro Santa-Clara and Jonathan R. StroudVolume:
18
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/3598080
Date:
January, 2005
File:
PDF, 1.26 MB
english, 2005