Variable Selection for Portfolio Choice
收藏数据链接：
官方服务：
资源简介：
We study asset allocation when the conditional moments of returns are partly predictable. Rather than first model the return distribution and subsequently characterize the portfolio choice, we determine directly the dependence of the optimal portfolio weights on the predictive variables. We combine
提供机构：
美国国家经济研究局创建时间：
2001-02-01
