Dynamic asset allocation with predictable asset return
From MaRDI portal
Recommendations
- Dynamic portfolio choice with return predictability and transaction costs
- Strategic asset allocation
- Asset allocation for a DC pension plan with learning about stock return predictability
- Understanding dynamic mean variance asset allocation
- Predictable returns and asset allocation: should a skeptical investor time the market?
Cited in
(14)- Dynamic asset allocation with event risk, transaction costs and predictable returns
- Forecast density combinations of dynamic models and data driven portfolio strategies
- Dynamic portfolio choice with return predictability and transaction costs
- Asset allocation under predictability and parameter uncertainty using Lasso
- Tax-aware dynamic asset allocation
- Predictable returns and asset allocation: should a skeptical investor time the market?
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
- Predicting changes in dynamical behaviour of asset price returns
- Dynamic asset allocation: insights from theory
- Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data
- Nonparametric predictor selection in asset management
- Multi-period power utility optimization under stock return predictability
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions
- Integrating prediction in mean-variance portfolio optimization
This page was built for publication: Dynamic asset allocation with predictable asset return
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5497895)