Potential losses from incorporating return predictability into portfolio allocation
Dragon Yongjun Tang
| Year of publication: |
2014
|
|---|---|
| Authors: | Tang, Dragon Yongjun |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 39.2014, 1, p. 35-45
|
| Subject: | Bayesian robustness | protfolio selection | return predictablity | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Robustes Verfahren | Robust statistics | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010353557