Work

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

Year: 2005

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhi019

Authors: Michael W. Brandt, Amit Goyal, Pedro Santa-Clara, Jonathan R. Stroud

Institutions: National Bureau of Economic Research, Duke University, Emory University, University of California, Los Angeles, University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2169543372

FWCI: 26.21

Cites: 78

Cited by: 337

Related to: 10