The economic significance of return predictability: An asset allocation approach


Autoria(s): Boudry, W. I.; Gray, P.
Data(s)

01/01/2001

Identificador

http://espace.library.uq.edu.au/view/UQ:96306

Publicador

AAANZ

Palavras-Chave #asset allocation #Bayesian analysis #estimation risk #economic significance #Markov chain Monte Carlo #EX #350301 Finance #350302 Financial Econometrics #780199 Other
Tipo

Conference Paper