Work

Dynamic Asset Allocation with Ambiguous Return Predictability

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1351609

Authors: Hui Chen, Nengjiu Ju, Jianjun Miao

Institutions: National Bureau of Economic Research, Massachusetts Institute of Technology, Shanghai Jiao Tong University, Boston University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2142332207

Cites: 84

Cited by: 43

Related to: 10