Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381)
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scientific article; zbMATH DE number 6623659
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| default for all languages | No label defined |
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| English | Semiparametric dynamic portfolio choice with multiple conditioning variables |
scientific article; zbMATH DE number 6623659 |
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Semiparametric dynamic portfolio choice with multiple conditioning variables (English)
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6 September 2016
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conditioning variables
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kernel smoothing
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model averaging
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portfolio choice
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utility function
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0.7981844544410706
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0.753580629825592
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0.7444696426391602
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0.7439984679222107
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