A simulation approach to dynamic portfolio choice with an application to learning about return predictability

Review of Financial Studies

Volumn 18, Issue 3, 2005, Pages 831-873

  Brandt, Michael W ^a   Goyal, Amit ^b   Santa Clara, Pedro ^c   Stroud, Jonathan R ^d  

^a DUKE UNIVERSITY   (United States)

^b EMORY UNIVERSITY   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 13844262342     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhi019     Document Type: Article

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