Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (Q4392517)
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scientific article; zbMATH DE number 1160292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Autocorrelated Returns and Optimal Intertemporal Portfolio Choice |
scientific article; zbMATH DE number 1160292 |
Statements
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (English)
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8 June 1998
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dynamic portfolio problem
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intertemporal portfolio choice
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0.8661125302314758
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0.7434380650520325
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0.7242230772972107
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0.7220627665519714
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0.7197088003158569
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