Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
Year of publication: |
2007-06
|
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Authors: | Wachter, Jessica A. ; Warusawitharana, Missaka |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Wachter, Jessica A. & Warusawitharana, Missaka, 2009. "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, vol. 148(2), pages 162-178, February. Number 13165 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; G11 - Portfolio Choice |
Source: |
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