Dynamic Trading Strategies and Portfolio Choice
收藏NBER2004-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10820
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资源简介：
Traditional mean-variance efficient portfolios do not capture the potential wealth creation opportunities provided by predictability of asset returns. We propose a simple method for constructing optimally managed portfolios that exploits the possibility that asset returns are predictable. We
提供机构：
美国国家经济研究局
创建时间：
2004-10-01
