Title:

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability

Authors:

Michael Brandt (Duke U)
Amit Goyal (Emory U)
Pedro Santa Clara (UCLA)
Jonathan Stroud (U PA)

Journal:

Review Of Financial Studies

Year:

2005

Volume:

18

Pages:

831-873

JEL code:

G11 - Portfolio Choice; Investment Decisions