Sequential Learning, Predictability, and Optimal Portfolio Returns: Sequential Learning, Predictability, and Optimal Portfolio Returns

By Michael Johannes, Arthur Korteweg, Nicholas G. Polson. 2014

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a863e7e82ed755b85888e34d2815740f50bac2ce