Semiparametric dynamic portfolio choice with multiple conditioning variables
Year of publication: |
October 2016
|
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Authors: | Chen, Jia ; Li, Degui ; Linton, Oliver ; Lu, Zu-di |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 2, p. 309-318
|
Subject: | Conditioning variables | Kernel smoothing | Model averaging | Portfolio choice | Utility function | Theorie | Theory | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoaversion | Risk aversion | Nutzenfunktion |
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