Potential losses from incorporating return predictability into portfolio allocation
Year of publication: |
2014
|
---|---|
Authors: | Tang, Dragon Yongjun |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 39.2014, 1, p. 35-45
|
Publisher: |
Australian School of Business |
Subject: | Bayesian robustness | portfolio selection | return predictability |
-
Potential losses from incorporating return predictability into portfolio allocation
Tang, Dragon Yongjun, (2014)
-
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun, (2022)
-
Dynamic asset allocation with ambiguous return predictability
Chen, Hui, (2014)
- More ...
-
Market conditions, default risk and credit spreads
Tang, Dragon Yongjun, (2008)
-
Credit default swaps and corporate cash holdings
Subrahmanyam, Marti G., (2014)
-
Can central banks boost corporate investment: Evidence from the ECB liquidity injections
Daetz, Stine Louise, (2018)
- More ...