Work

Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

Year: 2001

Type: article

Source: The Journal of Finance

DOI: 10.1111/0022-1082.00323

Author: Yihong Xia

Institutions: University of California, Los Angeles, University of Rochester, Columbia University, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154643473

FWCI: 39.21

Cites: 53

Cited by: 451

Related to: 10