A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
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https://www.nber.org/papers/w10934
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资源简介：
We present a simulation-based method for solving discrete-time portfolio choice problems involving non-standard preferences, a large number of assets with arbitrary return distribution, and, most importantly, a large number of state variables with potentially path-dependent or non-stationary
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美国国家经济研究局创建时间：
2004-11-01
